Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "CEU0500000001"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## Warning: SLY contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 919308 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpuogQ74\remotes2fb05c13797c\RamiKrispin-coronavirus-b286a3c/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (1.6s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts
## 
  
  
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.

P/E ratio of 26.30 compares to a historical mean value over the last decade of 18.76. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

  • S&P 500 Volume, last updated on 2024-02-20, is flat over the last year and flat over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 3.70% (last updated on 2024-01-01) which is near the 1-year average of 3.66% and rising with respect to the low in the last twelve months of 3.40%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 0.98% which is above the 1-year average of 2.05% and falling with respect to the peak, in the last twelve months, of 2.63%.

  • Jobless claims (ICSA data) year-over-year stands at -2.82% (last updated on 2024-02-10) which is in-line with the 1-year average of 7.49% and below the peak, in the last twelve months, of 22.60%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at 2.00% (last updated on 2023-12-01). This is below the recent peak of 3.14%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at -0.94% (last updated on 2024-02-16). This is above the recent low of -1.73%. The trend is flat over the last year and negative over the last month.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
9 U6RATE Total unemployed + margin + part-time U-6
11 TABSHNO Households and nonprofit organizations; total assets, Level
12 HNONWPDPI Household Net Worth, percent Dispsable Income
15 RSALES Real Retail Sales (DISCONTINUED)
16 W875RX1 Real personal income excluding current transfer receipts
17 RPI Real personal income
60 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
61 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
64 RREACBM027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
65 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
72 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
74 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
75 ASTLL All sectors; total loans; liability, Level (NSA)
76 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
77 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
78 ASTMA All sectors; total mortgages; asset, Level (NSA)
79 ASHMA All sectors; home mortgages; asset, Level (NSA)
80 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
81 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
82 ASFMA All sectors; farm mortgages; asset, Level (NSA)
83 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
84 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
85 FBLL Domestic financial sectors loans; liability, Level (NSA)
86 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
98 NEWORDER Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
110 GDP Gross Domestic Product
111 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112 FDEFX Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
114 GDPC1 Real Gross Domestic Product
115 GDPDEF Gross Domestic Product: Implicit Price Deflator
118 FEDFUNDS Effective Federal Funds Rate
119 GPDI Gross Private Domestic Investment
120 W790RC1Q027SBEA Net domestic investment: Private: Domestic busines
121 MZMV Velocity of MZM Money Stock
122 M1 M1 Money Stock
123 M2 M2 Money Stock
124 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
132 GFDEBTN Federal Debt: Total Public Debt
140 GFDEGDQ188S Federal Debt: Total Public Debt as Percent of Gross Domestic Product
142 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
148 MANEMP All Employees: Manufacturing
160 OBFR75 Overnight Bank Funding Rate: 75th Percentile
161 OBFR25 Overnight Bank Funding Rate: 25th Percentile
164 IOER Interest Rate on Excess Reserves
166 EXCSRESNW Excess Reserves of Depository Institutions
167 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
168 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
170 CURRENCY Currency Component of M1 (Seasonally Adjusted)
171 WCURRNS Currency Component of M1
172 BOGMBASE Monetary Base; Total
173 PRS88003193 Nonfinancial Corporations Sector: Unit Profits
176 POPTHM Population (U.S.)
177 POPTHM Population (U.S.)
180 LNU03000000 Unemployment Level (NSA)
185 TERMCBPER24NS Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
186 A065RC1A027NBEA Personal income (NSA)
187 PI Personal income (SA)
188 PCE Personal Consumption Expenditures (SA)
189 A053RC1Q027SBEA National income: Corporate profits before tax (without IVA and CCAdj)
190 CPROFIT Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
227 ISMMANPMI Institute of Supply Managment PMI Composite Index
228 MULTPLSP500PERATIOMONTH S&P 500 TTM P/E
229 MULTPLSP500SALESQUARTER S&P 500 TTM Sales (Not Inflation Adjusted)
231 MULTPLSP500DIVMONTH S&P 500 Dividend by Month (Inflation Adjusted)
232 CHRISCMEHG1 Copper Futures, Continuous Contract #1 (HG1) (Front Month)
233 WWDIWLDISAIRGOODMTK1 Air transport, freight
235 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
236 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
237 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
238 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
241 TOTALNGNRPUSM Natural Gas Rotary Rigs in Operation, Monthly
242 BKRTotal Total Rig Count
243 BKRGas Gas Rig Count
244 BKROil Oil Rig Count
245 FARMINCOME Net Farm Income
246 OPEARNINGSPERSHARE Operating Earnings per Share
247 AREARNINGSPERSHARE As-Reported Earnings per Share
248 CASHDIVIDENDSPERSHR Cash Dividends per Share
249 SALESPERSHR Sales per Share
250 BOOKVALPERSHR Book value per Share
251 CAPEXPERSHR Cap ex per Share
252 PRICE Price
253 OPEARNINGSTTM TTM Operating Earnings
254 AREARNINGSTTM TTM Reported Earnings
255 FINRAMarginDebt Margin Debt
256 FINRAFreeCreditMargin Free Credit Balances in Customers’ Securities Margin Accounts
257 OCCEquityVolume Equity Options Volume
258 OCCNonEquityVolume Non-Equity Options Volume
270 W875RX1.by.GDP Real Personal Income Normalized by GDP
272 PI.by.GDP Personal Income (SA) Normalized by GDP
276 RREACBM027NBOG.by.GDP Residental Real Estate Loans (Monthly, NSA) divided by GDP
277 RREACBM027SBOG.by.GDP Residental Real Estate Loans (Monthly, SA) divided by GDP
300 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
304 BOGMBASE.by.GDP BOGMBASE Divided by GDP
306 ECBASSETS.by.EUNNGDP Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
313 LNU03000000BYPOPTHM Unemployment level (NSA) / Population
316 U6toU3 U6RATE minums UNRATE
323 LBMAGOLD.USD_PM.by.GDP Gold, USD/Troy OUnce, Normalized by GDP
324 GDP.by.GDPDEF Nominal GDP Normalized by GDP def
344 CPIAUCSL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Price Index for All Urban Consumers: All Items
347 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
348 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
349 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
350 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
351 USREC_YoY NBER based Recession Indicators Year over Year
352 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
353 USREC_YoY5 NBER based Recession Indicators 5 Year over 5 Year
354 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
355 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
356 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
357 USREC_Log Log of NBER based Recession Indicators
358 USREC_mva365 NBER based Recession Indicators 365 Day MA
359 USREC_mva200 NBER based Recession Indicators 200 Day MA
360 USREC_mva050 NBER based Recession Indicators 50 Day MA
368 UNRATE_mva365 Civilian Unemployment Rate U-3 365 Day MA
377 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
378 PCEPI_mva365 Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
379 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
380 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
384 CCSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
386 CCSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment)
388 CCSA_mva365 Continued Claims (Insured Unemployment) 365 Day MA
389 CCSA_mva200 Continued Claims (Insured Unemployment) 200 Day MA
394 CCNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment, NSA)
396 CCNSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment, NSA)
398 CCNSA_mva365 Continued Claims (Insured Unemployment, NSA) 365 Day MA
399 CCNSA_mva200 Continued Claims (Insured Unemployment, NSA) 200 Day MA
400 CCNSA_mva050 Continued Claims (Insured Unemployment, NSA) 50 Day MA
401 NPPTTL_YoY Total Nonfarm Private Payroll Employment (ADP) Year over Year
407 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
408 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
409 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
410 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
412 CEU0500000001_YoY4 All Employees, Total Private (NSA) 4 Year over 4 Year
418 CEU0500000001_mva365 All Employees, Total Private (NSA) 365 Day MA
427 U6RATE_Log Log of Total unemployed + margin + part-time U-6
428 U6RATE_mva365 Total unemployed + margin + part-time U-6 365 Day MA
429 U6RATE_mva200 Total unemployed + margin + part-time U-6 200 Day MA
430 U6RATE_mva050 Total unemployed + margin + part-time U-6 50 Day MA
438 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
444 TABSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level
446 TABSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; total assets, Level
447 TABSHNO_Log Log of Households and nonprofit organizations; total assets, Level
448 TABSHNO_mva365 Households and nonprofit organizations; total assets, Level 365 Day MA
450 TABSHNO_mva050 Households and nonprofit organizations; total assets, Level 50 Day MA
452 HNONWPDPI_YoY4 Household Net Worth, percent Dispsable Income 4 Year over 4 Year
454 HNONWPDPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income
456 HNONWPDPI_SmoothDer Derivative of Smoothed Household Net Worth, percent Dispsable Income
457 HNONWPDPI_Log Log of Household Net Worth, percent Dispsable Income
460 HNONWPDPI_mva050 Household Net Worth, percent Dispsable Income 50 Day MA
462 INDPRO_YoY4 Industrial Production Index 4 Year over 4 Year
463 INDPRO_YoY5 Industrial Production Index 5 Year over 5 Year
472 RRSFS_YoY4 Real Retail and Food Services Sales 4 Year over 4 Year
481 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
482 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
483 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
487 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
488 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
489 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
490 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
497 W875RX1_Log Log of Real personal income excluding current transfer receipts
498 W875RX1_mva365 Real personal income excluding current transfer receipts 365 Day MA
499 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
500 W875RX1_mva050 Real personal income excluding current transfer receipts 50 Day MA
504 RPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real personal income
506 RPI_SmoothDer Derivative of Smoothed Real personal income
507 RPI_Log Log of Real personal income
508 RPI_mva365 Real personal income 365 Day MA
509 RPI_mva200 Real personal income 200 Day MA
510 RPI_mva050 Real personal income 50 Day MA
512 PCOPPUSDM_YoY4 Global price of Copper 4 Year over 4 Year
514 PCOPPUSDM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper
516 PCOPPUSDM_SmoothDer Derivative of Smoothed Global price of Copper
524 NOBL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
525 NOBL.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
526 NOBL.Open_SmoothDer Derivative of Smoothed
528 NOBL.Open_mva365 365 Day MA
534 NOBL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
535 NOBL.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
536 NOBL.High_SmoothDer Derivative of Smoothed
538 NOBL.High_mva365 365 Day MA
544 NOBL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
545 NOBL.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
546 NOBL.Low_SmoothDer Derivative of Smoothed
548 NOBL.Low_mva365 365 Day MA
554 NOBL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
556 NOBL.Close_SmoothDer Derivative of Smoothed
558 NOBL.Close_mva365 365 Day MA
568 NOBL.Volume_mva365 365 Day MA
574 NOBL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
576 NOBL.Adjusted_SmoothDer Derivative of Smoothed
578 NOBL.Adjusted_mva365 365 Day MA
584 SCHD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
586 SCHD.Open_SmoothDer Derivative of Smoothed
589 SCHD.Open_mva200 200 Day MA
590 SCHD.Open_mva050 50 Day MA
594 SCHD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
595 SCHD.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
596 SCHD.High_SmoothDer Derivative of Smoothed
599 SCHD.High_mva200 200 Day MA
600 SCHD.High_mva050 50 Day MA
604 SCHD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
605 SCHD.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
606 SCHD.Low_SmoothDer Derivative of Smoothed
609 SCHD.Low_mva200 200 Day MA
610 SCHD.Low_mva050 50 Day MA
614 SCHD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
616 SCHD.Close_SmoothDer Derivative of Smoothed
619 SCHD.Close_mva200 200 Day MA
620 SCHD.Close_mva050 50 Day MA
626 SCHD.Volume_SmoothDer Derivative of Smoothed
628 SCHD.Volume_mva365 365 Day MA
629 SCHD.Volume_mva200 200 Day MA
634 SCHD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
636 SCHD.Adjusted_SmoothDer Derivative of Smoothed
638 SCHD.Adjusted_mva365 365 Day MA
639 SCHD.Adjusted_mva200 200 Day MA
640 SCHD.Adjusted_mva050 50 Day MA
644 PFF.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
646 PFF.Open_SmoothDer Derivative of Smoothed
650 PFF.Open_mva050 50 Day MA
654 PFF.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
656 PFF.High_SmoothDer Derivative of Smoothed
660 PFF.High_mva050 50 Day MA
664 PFF.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
666 PFF.Low_SmoothDer Derivative of Smoothed
670 PFF.Low_mva050 50 Day MA
674 PFF.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
676 PFF.Close_SmoothDer Derivative of Smoothed
680 PFF.Close_mva050 50 Day MA
686 PFF.Volume_SmoothDer Derivative of Smoothed
689 PFF.Volume_mva200 200 Day MA
694 PFF.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
696 PFF.Adjusted_SmoothDer Derivative of Smoothed
698 PFF.Adjusted_mva365 365 Day MA
699 PFF.Adjusted_mva200 200 Day MA
700 PFF.Adjusted_mva050 50 Day MA
704 HPI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
706 HPI.Open_SmoothDer Derivative of Smoothed
710 HPI.Open_mva050 50 Day MA
714 HPI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
716 HPI.High_SmoothDer Derivative of Smoothed
720 HPI.High_mva050 50 Day MA
724 HPI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
726 HPI.Low_SmoothDer Derivative of Smoothed
730 HPI.Low_mva050 50 Day MA
734 HPI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
736 HPI.Close_SmoothDer Derivative of Smoothed
740 HPI.Close_mva050 50 Day MA
746 HPI.Volume_SmoothDer Derivative of Smoothed
748 HPI.Volume_mva365 365 Day MA
749 HPI.Volume_mva200 200 Day MA
754 HPI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
756 HPI.Adjusted_SmoothDer Derivative of Smoothed
759 HPI.Adjusted_mva200 200 Day MA
760 HPI.Adjusted_mva050 50 Day MA
764 GSFTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
765 GSFTX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
766 GSFTX.Open_SmoothDer Derivative of Smoothed
768 GSFTX.Open_mva365 365 Day MA
769 GSFTX.Open_mva200 200 Day MA
770 GSFTX.Open_mva050 50 Day MA
774 GSFTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
775 GSFTX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
776 GSFTX.High_SmoothDer Derivative of Smoothed
778 GSFTX.High_mva365 365 Day MA
779 GSFTX.High_mva200 200 Day MA
780 GSFTX.High_mva050 50 Day MA
784 GSFTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
785 GSFTX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
786 GSFTX.Low_SmoothDer Derivative of Smoothed
788 GSFTX.Low_mva365 365 Day MA
789 GSFTX.Low_mva200 200 Day MA
790 GSFTX.Low_mva050 50 Day MA
794 GSFTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
795 GSFTX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
796 GSFTX.Close_SmoothDer Derivative of Smoothed
798 GSFTX.Close_mva365 365 Day MA
799 GSFTX.Close_mva200 200 Day MA
800 GSFTX.Close_mva050 50 Day MA
801 GSFTX.Volume_YoY Year over Year
802 GSFTX.Volume_YoY4 4 Year over 4 Year
803 GSFTX.Volume_YoY5 5 Year over 5 Year
804 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
805 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
806 GSFTX.Volume_SmoothDer Derivative of Smoothed
807 GSFTX.Volume_Log Log of
808 GSFTX.Volume_mva365 365 Day MA
809 GSFTX.Volume_mva200 200 Day MA
810 GSFTX.Volume_mva050 50 Day MA
814 GSFTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
815 GSFTX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
816 GSFTX.Adjusted_SmoothDer Derivative of Smoothed
818 GSFTX.Adjusted_mva365 365 Day MA
819 GSFTX.Adjusted_mva200 200 Day MA
820 GSFTX.Adjusted_mva050 50 Day MA
861 LFMIX.Volume_YoY Year over Year
862 LFMIX.Volume_YoY4 4 Year over 4 Year
863 LFMIX.Volume_YoY5 5 Year over 5 Year
864 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
865 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
866 LFMIX.Volume_SmoothDer Derivative of Smoothed
867 LFMIX.Volume_Log Log of
868 LFMIX.Volume_mva365 365 Day MA
869 LFMIX.Volume_mva200 200 Day MA
870 LFMIX.Volume_mva050 50 Day MA
921 LFMCX.Volume_YoY Year over Year
922 LFMCX.Volume_YoY4 4 Year over 4 Year
923 LFMCX.Volume_YoY5 5 Year over 5 Year
924 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
925 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
926 LFMCX.Volume_SmoothDer Derivative of Smoothed
927 LFMCX.Volume_Log Log of
928 LFMCX.Volume_mva365 365 Day MA
929 LFMCX.Volume_mva200 200 Day MA
930 LFMCX.Volume_mva050 50 Day MA
981 LFMAX.Volume_YoY Year over Year
982 LFMAX.Volume_YoY4 4 Year over 4 Year
983 LFMAX.Volume_YoY5 5 Year over 5 Year
984 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
985 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
986 LFMAX.Volume_SmoothDer Derivative of Smoothed
987 LFMAX.Volume_Log Log of
988 LFMAX.Volume_mva365 365 Day MA
989 LFMAX.Volume_mva200 200 Day MA
990 LFMAX.Volume_mva050 50 Day MA
1041 LCSIX.Volume_YoY Year over Year
1042 LCSIX.Volume_YoY4 4 Year over 4 Year
1043 LCSIX.Volume_YoY5 5 Year over 5 Year
1044 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1045 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1046 LCSIX.Volume_SmoothDer Derivative of Smoothed
1047 LCSIX.Volume_Log Log of
1048 LCSIX.Volume_mva365 365 Day MA
1049 LCSIX.Volume_mva200 200 Day MA
1050 LCSIX.Volume_mva050 50 Day MA
1054 LCSIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1056 LCSIX.Adjusted_SmoothDer Derivative of Smoothed
1064 BSV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1066 BSV.Open_SmoothDer Derivative of Smoothed
1068 BSV.Open_mva365 365 Day MA
1069 BSV.Open_mva200 200 Day MA
1074 BSV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1076 BSV.High_SmoothDer Derivative of Smoothed
1078 BSV.High_mva365 365 Day MA
1079 BSV.High_mva200 200 Day MA
1084 BSV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1086 BSV.Low_SmoothDer Derivative of Smoothed
1088 BSV.Low_mva365 365 Day MA
1089 BSV.Low_mva200 200 Day MA
1094 BSV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1096 BSV.Close_SmoothDer Derivative of Smoothed
1098 BSV.Close_mva365 365 Day MA
1099 BSV.Close_mva200 200 Day MA
1114 BSV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1116 BSV.Adjusted_SmoothDer Derivative of Smoothed
1118 BSV.Adjusted_mva365 365 Day MA
1119 BSV.Adjusted_mva200 200 Day MA
1124 VBIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1126 VBIRX.Open_SmoothDer Derivative of Smoothed
1128 VBIRX.Open_mva365 365 Day MA
1129 VBIRX.Open_mva200 200 Day MA
1134 VBIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1136 VBIRX.High_SmoothDer Derivative of Smoothed
1138 VBIRX.High_mva365 365 Day MA
1139 VBIRX.High_mva200 200 Day MA
1144 VBIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1146 VBIRX.Low_SmoothDer Derivative of Smoothed
1148 VBIRX.Low_mva365 365 Day MA
1149 VBIRX.Low_mva200 200 Day MA
1154 VBIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1156 VBIRX.Close_SmoothDer Derivative of Smoothed
1158 VBIRX.Close_mva365 365 Day MA
1159 VBIRX.Close_mva200 200 Day MA
1161 VBIRX.Volume_YoY Year over Year
1162 VBIRX.Volume_YoY4 4 Year over 4 Year
1163 VBIRX.Volume_YoY5 5 Year over 5 Year
1164 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1165 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1166 VBIRX.Volume_SmoothDer Derivative of Smoothed
1167 VBIRX.Volume_Log Log of
1168 VBIRX.Volume_mva365 365 Day MA
1169 VBIRX.Volume_mva200 200 Day MA
1170 VBIRX.Volume_mva050 50 Day MA
1174 VBIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1176 VBIRX.Adjusted_SmoothDer Derivative of Smoothed
1178 VBIRX.Adjusted_mva365 365 Day MA
1179 VBIRX.Adjusted_mva200 200 Day MA
1184 BIV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1186 BIV.Open_SmoothDer Derivative of Smoothed
1194 BIV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1196 BIV.High_SmoothDer Derivative of Smoothed
1204 BIV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1206 BIV.Low_SmoothDer Derivative of Smoothed
1214 BIV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1216 BIV.Close_SmoothDer Derivative of Smoothed
1226 BIV.Volume_SmoothDer Derivative of Smoothed
1228 BIV.Volume_mva365 365 Day MA
1229 BIV.Volume_mva200 200 Day MA
1234 BIV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1236 BIV.Adjusted_SmoothDer Derivative of Smoothed
1238 BIV.Adjusted_mva365 365 Day MA
1244 VFSUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1246 VFSUX.Open_SmoothDer Derivative of Smoothed
1248 VFSUX.Open_mva365 365 Day MA
1249 VFSUX.Open_mva200 200 Day MA
1254 VFSUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1256 VFSUX.High_SmoothDer Derivative of Smoothed
1258 VFSUX.High_mva365 365 Day MA
1259 VFSUX.High_mva200 200 Day MA
1264 VFSUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1266 VFSUX.Low_SmoothDer Derivative of Smoothed
1268 VFSUX.Low_mva365 365 Day MA
1269 VFSUX.Low_mva200 200 Day MA
1274 VFSUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1276 VFSUX.Close_SmoothDer Derivative of Smoothed
1278 VFSUX.Close_mva365 365 Day MA
1279 VFSUX.Close_mva200 200 Day MA
1281 VFSUX.Volume_YoY Year over Year
1282 VFSUX.Volume_YoY4 4 Year over 4 Year
1283 VFSUX.Volume_YoY5 5 Year over 5 Year
1284 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1285 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1286 VFSUX.Volume_SmoothDer Derivative of Smoothed
1287 VFSUX.Volume_Log Log of
1288 VFSUX.Volume_mva365 365 Day MA
1289 VFSUX.Volume_mva200 200 Day MA
1290 VFSUX.Volume_mva050 50 Day MA
1294 VFSUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1296 VFSUX.Adjusted_SmoothDer Derivative of Smoothed
1298 VFSUX.Adjusted_mva365 365 Day MA
1299 VFSUX.Adjusted_mva200 200 Day MA
1304 LTUIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1306 LTUIX.Open_SmoothDer Derivative of Smoothed
1314 LTUIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1316 LTUIX.High_SmoothDer Derivative of Smoothed
1324 LTUIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1326 LTUIX.Low_SmoothDer Derivative of Smoothed
1334 LTUIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1336 LTUIX.Close_SmoothDer Derivative of Smoothed
1341 LTUIX.Volume_YoY Year over Year
1342 LTUIX.Volume_YoY4 4 Year over 4 Year
1343 LTUIX.Volume_YoY5 5 Year over 5 Year
1344 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1345 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1346 LTUIX.Volume_SmoothDer Derivative of Smoothed
1347 LTUIX.Volume_Log Log of
1348 LTUIX.Volume_mva365 365 Day MA
1349 LTUIX.Volume_mva200 200 Day MA
1350 LTUIX.Volume_mva050 50 Day MA
1354 LTUIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1356 LTUIX.Adjusted_SmoothDer Derivative of Smoothed
1364 PTTPX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1366 PTTPX.Open_SmoothDer Derivative of Smoothed
1374 PTTPX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1376 PTTPX.High_SmoothDer Derivative of Smoothed
1384 PTTPX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1386 PTTPX.Low_SmoothDer Derivative of Smoothed
1394 PTTPX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1396 PTTPX.Close_SmoothDer Derivative of Smoothed
1401 PTTPX.Volume_YoY Year over Year
1402 PTTPX.Volume_YoY4 4 Year over 4 Year
1403 PTTPX.Volume_YoY5 5 Year over 5 Year
1404 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1405 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1406 PTTPX.Volume_SmoothDer Derivative of Smoothed
1407 PTTPX.Volume_Log Log of
1408 PTTPX.Volume_mva365 365 Day MA
1409 PTTPX.Volume_mva200 200 Day MA
1410 PTTPX.Volume_mva050 50 Day MA
1414 PTTPX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1416 PTTPX.Adjusted_SmoothDer Derivative of Smoothed
1424 NERYX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1426 NERYX.Open_SmoothDer Derivative of Smoothed
1434 NERYX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1436 NERYX.High_SmoothDer Derivative of Smoothed
1444 NERYX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1446 NERYX.Low_SmoothDer Derivative of Smoothed
1454 NERYX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1456 NERYX.Close_SmoothDer Derivative of Smoothed
1461 NERYX.Volume_YoY Year over Year
1462 NERYX.Volume_YoY4 4 Year over 4 Year
1463 NERYX.Volume_YoY5 5 Year over 5 Year
1464 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1465 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1466 NERYX.Volume_SmoothDer Derivative of Smoothed
1467 NERYX.Volume_Log Log of
1468 NERYX.Volume_mva365 365 Day MA
1469 NERYX.Volume_mva200 200 Day MA
1470 NERYX.Volume_mva050 50 Day MA
1474 NERYX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1476 NERYX.Adjusted_SmoothDer Derivative of Smoothed
1484 STIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1486 STIGX.Open_SmoothDer Derivative of Smoothed
1494 STIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1496 STIGX.High_SmoothDer Derivative of Smoothed
1504 STIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1506 STIGX.Low_SmoothDer Derivative of Smoothed
1514 STIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1516 STIGX.Close_SmoothDer Derivative of Smoothed
1521 STIGX.Volume_YoY Year over Year
1522 STIGX.Volume_YoY4 4 Year over 4 Year
1523 STIGX.Volume_YoY5 5 Year over 5 Year
1524 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1525 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1526 STIGX.Volume_SmoothDer Derivative of Smoothed
1527 STIGX.Volume_Log Log of
1528 STIGX.Volume_mva365 365 Day MA
1529 STIGX.Volume_mva200 200 Day MA
1530 STIGX.Volume_mva050 50 Day MA
1534 STIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1536 STIGX.Adjusted_SmoothDer Derivative of Smoothed
1544 HLGAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1546 HLGAX.Open_SmoothDer Derivative of Smoothed
1554 HLGAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1556 HLGAX.High_SmoothDer Derivative of Smoothed
1564 HLGAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1566 HLGAX.Low_SmoothDer Derivative of Smoothed
1574 HLGAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1576 HLGAX.Close_SmoothDer Derivative of Smoothed
1581 HLGAX.Volume_YoY Year over Year
1582 HLGAX.Volume_YoY4 4 Year over 4 Year
1583 HLGAX.Volume_YoY5 5 Year over 5 Year
1584 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1585 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1586 HLGAX.Volume_SmoothDer Derivative of Smoothed
1587 HLGAX.Volume_Log Log of
1588 HLGAX.Volume_mva365 365 Day MA
1589 HLGAX.Volume_mva200 200 Day MA
1590 HLGAX.Volume_mva050 50 Day MA
1594 HLGAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1596 HLGAX.Adjusted_SmoothDer Derivative of Smoothed
1604 FTRGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1606 FTRGX.Open_SmoothDer Derivative of Smoothed
1614 FTRGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1616 FTRGX.High_SmoothDer Derivative of Smoothed
1624 FTRGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1626 FTRGX.Low_SmoothDer Derivative of Smoothed
1634 FTRGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1636 FTRGX.Close_SmoothDer Derivative of Smoothed
1641 FTRGX.Volume_YoY Year over Year
1642 FTRGX.Volume_YoY4 4 Year over 4 Year
1643 FTRGX.Volume_YoY5 5 Year over 5 Year
1644 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1645 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1646 FTRGX.Volume_SmoothDer Derivative of Smoothed
1647 FTRGX.Volume_Log Log of
1648 FTRGX.Volume_mva365 365 Day MA
1649 FTRGX.Volume_mva200 200 Day MA
1650 FTRGX.Volume_mva050 50 Day MA
1654 FTRGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1656 FTRGX.Adjusted_SmoothDer Derivative of Smoothed
1664 THIIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1666 THIIX.Open_SmoothDer Derivative of Smoothed
1668 THIIX.Open_mva365 365 Day MA
1674 THIIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1676 THIIX.High_SmoothDer Derivative of Smoothed
1678 THIIX.High_mva365 365 Day MA
1684 THIIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1686 THIIX.Low_SmoothDer Derivative of Smoothed
1688 THIIX.Low_mva365 365 Day MA
1694 THIIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1696 THIIX.Close_SmoothDer Derivative of Smoothed
1698 THIIX.Close_mva365 365 Day MA
1701 THIIX.Volume_YoY Year over Year
1702 THIIX.Volume_YoY4 4 Year over 4 Year
1703 THIIX.Volume_YoY5 5 Year over 5 Year
1704 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1705 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1706 THIIX.Volume_SmoothDer Derivative of Smoothed
1707 THIIX.Volume_Log Log of
1708 THIIX.Volume_mva365 365 Day MA
1709 THIIX.Volume_mva200 200 Day MA
1710 THIIX.Volume_mva050 50 Day MA
1714 THIIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1716 THIIX.Adjusted_SmoothDer Derivative of Smoothed
1718 THIIX.Adjusted_mva365 365 Day MA
1724 PTTRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1726 PTTRX.Open_SmoothDer Derivative of Smoothed
1734 PTTRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1736 PTTRX.High_SmoothDer Derivative of Smoothed
1744 PTTRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1746 PTTRX.Low_SmoothDer Derivative of Smoothed
1754 PTTRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1756 PTTRX.Close_SmoothDer Derivative of Smoothed
1761 PTTRX.Volume_YoY Year over Year
1762 PTTRX.Volume_YoY4 4 Year over 4 Year
1763 PTTRX.Volume_YoY5 5 Year over 5 Year
1764 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1765 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1766 PTTRX.Volume_SmoothDer Derivative of Smoothed
1767 PTTRX.Volume_Log Log of
1768 PTTRX.Volume_mva365 365 Day MA
1769 PTTRX.Volume_mva200 200 Day MA
1770 PTTRX.Volume_mva050 50 Day MA
1774 PTTRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1776 PTTRX.Adjusted_SmoothDer Derivative of Smoothed
1784 BFIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1786 BFIGX.Open_SmoothDer Derivative of Smoothed
1794 BFIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1796 BFIGX.High_SmoothDer Derivative of Smoothed
1804 BFIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1806 BFIGX.Low_SmoothDer Derivative of Smoothed
1814 BFIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1816 BFIGX.Close_SmoothDer Derivative of Smoothed
1821 BFIGX.Volume_YoY Year over Year
1822 BFIGX.Volume_YoY4 4 Year over 4 Year
1823 BFIGX.Volume_YoY5 5 Year over 5 Year
1824 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1825 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1826 BFIGX.Volume_SmoothDer Derivative of Smoothed
1827 BFIGX.Volume_Log Log of
1828 BFIGX.Volume_mva365 365 Day MA
1829 BFIGX.Volume_mva200 200 Day MA
1830 BFIGX.Volume_mva050 50 Day MA
1834 BFIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1836 BFIGX.Adjusted_SmoothDer Derivative of Smoothed
1844 VTWO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1846 VTWO.Open_SmoothDer Derivative of Smoothed
1848 VTWO.Open_mva365 365 Day MA
1849 VTWO.Open_mva200 200 Day MA
1854 VTWO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1856 VTWO.High_SmoothDer Derivative of Smoothed
1858 VTWO.High_mva365 365 Day MA
1859 VTWO.High_mva200 200 Day MA
1864 VTWO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1866 VTWO.Low_SmoothDer Derivative of Smoothed
1868 VTWO.Low_mva365 365 Day MA
1869 VTWO.Low_mva200 200 Day MA
1874 VTWO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1876 VTWO.Close_SmoothDer Derivative of Smoothed
1878 VTWO.Close_mva365 365 Day MA
1879 VTWO.Close_mva200 200 Day MA
1884 VTWO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1886 VTWO.Volume_SmoothDer Derivative of Smoothed
1888 VTWO.Volume_mva365 365 Day MA
1889 VTWO.Volume_mva200 200 Day MA
1894 VTWO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1896 VTWO.Adjusted_SmoothDer Derivative of Smoothed
1898 VTWO.Adjusted_mva365 365 Day MA
1899 VTWO.Adjusted_mva200 200 Day MA
1906 EIFAX.Open_SmoothDer Derivative of Smoothed
1908 EIFAX.Open_mva365 365 Day MA
1909 EIFAX.Open_mva200 200 Day MA
1916 EIFAX.High_SmoothDer Derivative of Smoothed
1918 EIFAX.High_mva365 365 Day MA
1919 EIFAX.High_mva200 200 Day MA
1926 EIFAX.Low_SmoothDer Derivative of Smoothed
1928 EIFAX.Low_mva365 365 Day MA
1929 EIFAX.Low_mva200 200 Day MA
1936 EIFAX.Close_SmoothDer Derivative of Smoothed
1938 EIFAX.Close_mva365 365 Day MA
1939 EIFAX.Close_mva200 200 Day MA
1941 EIFAX.Volume_YoY Year over Year
1942 EIFAX.Volume_YoY4 4 Year over 4 Year
1943 EIFAX.Volume_YoY5 5 Year over 5 Year
1944 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1945 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1946 EIFAX.Volume_SmoothDer Derivative of Smoothed
1947 EIFAX.Volume_Log Log of
1948 EIFAX.Volume_mva365 365 Day MA
1949 EIFAX.Volume_mva200 200 Day MA
1950 EIFAX.Volume_mva050 50 Day MA
1954 EIFAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1955 EIFAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1956 EIFAX.Adjusted_SmoothDer Derivative of Smoothed
1957 EIFAX.Adjusted_Log Log of
1958 EIFAX.Adjusted_mva365 365 Day MA
1959 EIFAX.Adjusted_mva200 200 Day MA
1960 EIFAX.Adjusted_mva050 50 Day MA
1964 ASDAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1966 ASDAX.Open_SmoothDer Derivative of Smoothed
1968 ASDAX.Open_mva365 365 Day MA
1969 ASDAX.Open_mva200 200 Day MA
1970 ASDAX.Open_mva050 50 Day MA
1974 ASDAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1976 ASDAX.High_SmoothDer Derivative of Smoothed
1978 ASDAX.High_mva365 365 Day MA
1979 ASDAX.High_mva200 200 Day MA
1980 ASDAX.High_mva050 50 Day MA
1984 ASDAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1986 ASDAX.Low_SmoothDer Derivative of Smoothed
1988 ASDAX.Low_mva365 365 Day MA
1989 ASDAX.Low_mva200 200 Day MA
1990 ASDAX.Low_mva050 50 Day MA
1994 ASDAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1996 ASDAX.Close_SmoothDer Derivative of Smoothed
1998 ASDAX.Close_mva365 365 Day MA
1999 ASDAX.Close_mva200 200 Day MA
2000 ASDAX.Close_mva050 50 Day MA
2001 ASDAX.Volume_YoY Year over Year
2002 ASDAX.Volume_YoY4 4 Year over 4 Year
2003 ASDAX.Volume_YoY5 5 Year over 5 Year
2004 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2005 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2006 ASDAX.Volume_SmoothDer Derivative of Smoothed
2007 ASDAX.Volume_Log Log of
2008 ASDAX.Volume_mva365 365 Day MA
2009 ASDAX.Volume_mva200 200 Day MA
2010 ASDAX.Volume_mva050 50 Day MA
2014 ASDAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2015 ASDAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2016 ASDAX.Adjusted_SmoothDer Derivative of Smoothed
2017 ASDAX.Adjusted_Log Log of
2018 ASDAX.Adjusted_mva365 365 Day MA
2019 ASDAX.Adjusted_mva200 200 Day MA
2020 ASDAX.Adjusted_mva050 50 Day MA
2024 TRBUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2026 TRBUX.Open_SmoothDer Derivative of Smoothed
2027 TRBUX.Open_Log Log of
2028 TRBUX.Open_mva365 365 Day MA
2029 TRBUX.Open_mva200 200 Day MA
2030 TRBUX.Open_mva050 50 Day MA
2034 TRBUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2036 TRBUX.High_SmoothDer Derivative of Smoothed
2037 TRBUX.High_Log Log of
2038 TRBUX.High_mva365 365 Day MA
2039 TRBUX.High_mva200 200 Day MA
2040 TRBUX.High_mva050 50 Day MA
2044 TRBUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2046 TRBUX.Low_SmoothDer Derivative of Smoothed
2047 TRBUX.Low_Log Log of
2048 TRBUX.Low_mva365 365 Day MA
2049 TRBUX.Low_mva200 200 Day MA
2050 TRBUX.Low_mva050 50 Day MA
2054 TRBUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2056 TRBUX.Close_SmoothDer Derivative of Smoothed
2057 TRBUX.Close_Log Log of
2058 TRBUX.Close_mva365 365 Day MA
2059 TRBUX.Close_mva200 200 Day MA
2060 TRBUX.Close_mva050 50 Day MA
2061 TRBUX.Volume_YoY Year over Year
2062 TRBUX.Volume_YoY4 4 Year over 4 Year
2063 TRBUX.Volume_YoY5 5 Year over 5 Year
2064 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2065 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2066 TRBUX.Volume_SmoothDer Derivative of Smoothed
2067 TRBUX.Volume_Log Log of
2068 TRBUX.Volume_mva365 365 Day MA
2069 TRBUX.Volume_mva200 200 Day MA
2070 TRBUX.Volume_mva050 50 Day MA
2073 TRBUX.Adjusted_YoY5 5 Year over 5 Year
2074 TRBUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2076 TRBUX.Adjusted_SmoothDer Derivative of Smoothed
2077 TRBUX.Adjusted_Log Log of
2078 TRBUX.Adjusted_mva365 365 Day MA
2079 TRBUX.Adjusted_mva200 200 Day MA
2080 TRBUX.Adjusted_mva050 50 Day MA
2084 PRVIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2086 PRVIX.Open_SmoothDer Derivative of Smoothed
2094 PRVIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2096 PRVIX.High_SmoothDer Derivative of Smoothed
2104 PRVIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2106 PRVIX.Low_SmoothDer Derivative of Smoothed
2114 PRVIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2116 PRVIX.Close_SmoothDer Derivative of Smoothed
2121 PRVIX.Volume_YoY Year over Year
2122 PRVIX.Volume_YoY4 4 Year over 4 Year
2123 PRVIX.Volume_YoY5 5 Year over 5 Year
2124 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2125 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2126 PRVIX.Volume_SmoothDer Derivative of Smoothed
2127 PRVIX.Volume_Log Log of
2128 PRVIX.Volume_mva365 365 Day MA
2129 PRVIX.Volume_mva200 200 Day MA
2130 PRVIX.Volume_mva050 50 Day MA
2134 PRVIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2136 PRVIX.Adjusted_SmoothDer Derivative of Smoothed
2139 PRVIX.Adjusted_mva200 200 Day MA
2144 PRWCX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2148 PRWCX.Open_mva365 365 Day MA
2149 PRWCX.Open_mva200 200 Day MA
2150 PRWCX.Open_mva050 50 Day MA
2154 PRWCX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2158 PRWCX.High_mva365 365 Day MA
2159 PRWCX.High_mva200 200 Day MA
2160 PRWCX.High_mva050 50 Day MA
2164 PRWCX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2168 PRWCX.Low_mva365 365 Day MA
2169 PRWCX.Low_mva200 200 Day MA
2170 PRWCX.Low_mva050 50 Day MA
2174 PRWCX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2178 PRWCX.Close_mva365 365 Day MA
2179 PRWCX.Close_mva200 200 Day MA
2180 PRWCX.Close_mva050 50 Day MA
2181 PRWCX.Volume_YoY Year over Year
2182 PRWCX.Volume_YoY4 4 Year over 4 Year
2183 PRWCX.Volume_YoY5 5 Year over 5 Year
2184 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2185 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2186 PRWCX.Volume_SmoothDer Derivative of Smoothed
2187 PRWCX.Volume_Log Log of
2188 PRWCX.Volume_mva365 365 Day MA
2189 PRWCX.Volume_mva200 200 Day MA
2190 PRWCX.Volume_mva050 50 Day MA
2194 PRWCX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2196 PRWCX.Adjusted_SmoothDer Derivative of Smoothed
2198 PRWCX.Adjusted_mva365 365 Day MA
2199 PRWCX.Adjusted_mva200 200 Day MA
2200 PRWCX.Adjusted_mva050 50 Day MA
2204 ADOZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2206 ADOZX.Open_SmoothDer Derivative of Smoothed
2208 ADOZX.Open_mva365 365 Day MA
2210 ADOZX.Open_mva050 50 Day MA
2214 ADOZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2216 ADOZX.High_SmoothDer Derivative of Smoothed
2218 ADOZX.High_mva365 365 Day MA
2220 ADOZX.High_mva050 50 Day MA
2224 ADOZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2226 ADOZX.Low_SmoothDer Derivative of Smoothed
2228 ADOZX.Low_mva365 365 Day MA
2230 ADOZX.Low_mva050 50 Day MA
2234 ADOZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2236 ADOZX.Close_SmoothDer Derivative of Smoothed
2238 ADOZX.Close_mva365 365 Day MA
2240 ADOZX.Close_mva050 50 Day MA
2241 ADOZX.Volume_YoY Year over Year
2242 ADOZX.Volume_YoY4 4 Year over 4 Year
2243 ADOZX.Volume_YoY5 5 Year over 5 Year
2244 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2245 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2246 ADOZX.Volume_SmoothDer Derivative of Smoothed
2247 ADOZX.Volume_Log Log of
2248 ADOZX.Volume_mva365 365 Day MA
2249 ADOZX.Volume_mva200 200 Day MA
2250 ADOZX.Volume_mva050 50 Day MA
2254 ADOZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2256 ADOZX.Adjusted_SmoothDer Derivative of Smoothed
2258 ADOZX.Adjusted_mva365 365 Day MA
2260 ADOZX.Adjusted_mva050 50 Day MA
2268 MERFX.Open_mva365 365 Day MA
2269 MERFX.Open_mva200 200 Day MA
2278 MERFX.High_mva365 365 Day MA
2279 MERFX.High_mva200 200 Day MA
2288 MERFX.Low_mva365 365 Day MA
2289 MERFX.Low_mva200 200 Day MA
2298 MERFX.Close_mva365 365 Day MA
2299 MERFX.Close_mva200 200 Day MA
2301 MERFX.Volume_YoY Year over Year
2302 MERFX.Volume_YoY4 4 Year over 4 Year
2303 MERFX.Volume_YoY5 5 Year over 5 Year
2304 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2305 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2306 MERFX.Volume_SmoothDer Derivative of Smoothed
2307 MERFX.Volume_Log Log of
2308 MERFX.Volume_mva365 365 Day MA
2309 MERFX.Volume_mva200 200 Day MA
2310 MERFX.Volume_mva050 50 Day MA
2318 MERFX.Adjusted_mva365 365 Day MA
2319 MERFX.Adjusted_mva200 200 Day MA
2328 CMNIX.Open_mva365 365 Day MA
2338 CMNIX.High_mva365 365 Day MA
2348 CMNIX.Low_mva365 365 Day MA
2358 CMNIX.Close_mva365 365 Day MA
2361 CMNIX.Volume_YoY Year over Year
2362 CMNIX.Volume_YoY4 4 Year over 4 Year
2363 CMNIX.Volume_YoY5 5 Year over 5 Year
2364 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2365 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2366 CMNIX.Volume_SmoothDer Derivative of Smoothed
2367 CMNIX.Volume_Log Log of
2368 CMNIX.Volume_mva365 365 Day MA
2369 CMNIX.Volume_mva200 200 Day MA
2370 CMNIX.Volume_mva050 50 Day MA
2374 CMNIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2378 CMNIX.Adjusted_mva365 365 Day MA
2379 CMNIX.Adjusted_mva200 200 Day MA
2380 CMNIX.Adjusted_mva050 50 Day MA
2384 CIHEX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2386 CIHEX.Open_SmoothDer Derivative of Smoothed
2388 CIHEX.Open_mva365 365 Day MA
2389 CIHEX.Open_mva200 200 Day MA
2390 CIHEX.Open_mva050 50 Day MA
2394 CIHEX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2396 CIHEX.High_SmoothDer Derivative of Smoothed
2398 CIHEX.High_mva365 365 Day MA
2399 CIHEX.High_mva200 200 Day MA
2400 CIHEX.High_mva050 50 Day MA
2404 CIHEX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2406 CIHEX.Low_SmoothDer Derivative of Smoothed
2408 CIHEX.Low_mva365 365 Day MA
2409 CIHEX.Low_mva200 200 Day MA
2410 CIHEX.Low_mva050 50 Day MA
2414 CIHEX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2416 CIHEX.Close_SmoothDer Derivative of Smoothed
2418 CIHEX.Close_mva365 365 Day MA
2419 CIHEX.Close_mva200 200 Day MA
2420 CIHEX.Close_mva050 50 Day MA
2421 CIHEX.Volume_YoY Year over Year
2422 CIHEX.Volume_YoY4 4 Year over 4 Year
2423 CIHEX.Volume_YoY5 5 Year over 5 Year
2424 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2425 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2426 CIHEX.Volume_SmoothDer Derivative of Smoothed
2427 CIHEX.Volume_Log Log of
2428 CIHEX.Volume_mva365 365 Day MA
2429 CIHEX.Volume_mva200 200 Day MA
2430 CIHEX.Volume_mva050 50 Day MA
2434 CIHEX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2436 CIHEX.Adjusted_SmoothDer Derivative of Smoothed
2438 CIHEX.Adjusted_mva365 365 Day MA
2439 CIHEX.Adjusted_mva200 200 Day MA
2440 CIHEX.Adjusted_mva050 50 Day MA
2442 IMPCH_YoY4 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 4 Year over 4 Year
2443 IMPCH_YoY5 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 5 Year over 5 Year
2459 EXPCH_mva200 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 200 Day MA
2484 HSN1FNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA)
2486 HSN1FNSA_SmoothDer Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA)
2491 HNFSUSNSA_YoY New One Family Houses for Sale in the United States (Monthly, NSA) Year over Year
2493 HNFSUSNSA_YoY5 New One Family Houses for Sale in the United States (Monthly, NSA) 5 Year over 5 Year
2499 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2506 BUSLOANS_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2516 TOTCI_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2524 BUSLOANSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2526 BUSLOANSNSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2536 REALLNNSA_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, NSA)
2537 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2538 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2539 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2540 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2544 REALLN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
2546 REALLN_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA)
2547 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2548 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2549 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2550 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2556 RELACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA)
2558 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2559 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2560 RELACBW027NBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2564 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2566 RELACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2568 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2569 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2570 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2577 RREACBM027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2578 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2579 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2580 RREACBM027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2584 RREACBM027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2586 RREACBM027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2587 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2588 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2589 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2590 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2594 RREACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2596 RREACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2598 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2599 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2600 RREACBW027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2608 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2609 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2618 MORTGAGE30US_mva365 30-Year Fixed Rate Mortgage Average in the United States 365 Day MA
2628 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2629 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
2636 TOTLLNSA_SmoothDer Derivative of Smoothed Loans and Leases in Bank Credit, All Commercial Banks
2638 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2639 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2641 DPSACBW027SBOG_YoY Deposits, All Commercial Banks Year over Year
2644 DPSACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Deposits, All Commercial Banks
2646 DPSACBW027SBOG_SmoothDer Derivative of Smoothed Deposits, All Commercial Banks
2650 DPSACBW027SBOG_mva050 Deposits, All Commercial Banks 50 Day MA
2652 DRCLACBS_YoY4 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year
2657 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2658 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2659 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2660 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2664 TOTCINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2666 TOTCINSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2673 SRPSABSNNCB_YoY5 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 5 Year over 5 Year
2676 SRPSABSNNCB_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2677 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2680 SRPSABSNNCB_mva050 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA
2686 ASTLL_SmoothDer Derivative of Smoothed All sectors; total loans; liability, Level (NSA)
2687 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2689 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2690 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2696 FBDILNECA_SmoothDer Derivative of Smoothed Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2697 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2700 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2706 ASOLAL_SmoothDer Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA)
2707 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2710 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2717 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2718 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2719 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2720 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2727 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2728 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2729 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2730 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2737 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2738 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2739 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2740 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2747 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2748 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2749 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2750 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2757 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2758 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2759 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2760 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2762 CCLBSHNO_YoY4 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 4 Year over 4 Year
2764 CCLBSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2767 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2768 CCLBSHNO_mva365 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2769 CCLBSHNO_mva200 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2770 CCLBSHNO_mva050 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2776 FBDSILQ027S_SmoothDer Derivative of Smoothed Domestic financial sectors debt securities; liability, Level (NSA)
2777 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2780 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2786 FBLL_SmoothDer Derivative of Smoothed Domestic financial sectors loans; liability, Level (NSA)
2787 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2790 FBLL_mva050 Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2796 NCBDBIQ027S_SmoothDer Derivative of Smoothed Nonfinancial corporate business; debt securities; liability, Level
2797 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2798 NCBDBIQ027S_mva365 Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2799 NCBDBIQ027S_mva200 Nonfinancial corporate business; debt securities; liability, Level 200 Day MA
2800 NCBDBIQ027S_mva050 Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2808 DGS10_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2809 DGS10_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2818 TNX.Open_mva365 365 Day MA
2819 TNX.Open_mva200 200 Day MA
2828 TNX.High_mva365 365 Day MA
2829 TNX.High_mva200 200 Day MA
2838 TNX.Low_mva365 365 Day MA
2839 TNX.Low_mva200 200 Day MA
2848 TNX.Close_mva365 365 Day MA
2849 TNX.Close_mva200 200 Day MA
2851 TNX.Volume_YoY Year over Year
2852 TNX.Volume_YoY4 4 Year over 4 Year
2853 TNX.Volume_YoY5 5 Year over 5 Year
2854 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2855 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2856 TNX.Volume_SmoothDer Derivative of Smoothed
2857 TNX.Volume_Log Log of
2858 TNX.Volume_mva365 365 Day MA
2859 TNX.Volume_mva200 200 Day MA
2860 TNX.Volume_mva050 50 Day MA
2868 TNX.Adjusted_mva365 365 Day MA
2869 TNX.Adjusted_mva200 200 Day MA
2877 CLF.Open_Log Log of
2897 CLF.Low_Log Log of
2907 CLF.Close_Log Log of
2917 CLF.Volume_Log Log of
2927 CLF.Adjusted_Log Log of
2938 DGS30_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2939 DGS30_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2962 TB3MS_YoY4 3-Month Treasury Bill: Secondary Market Rate (Monthly) 4 Year over 4 Year
2968 TB3MS_mva365 3-Month Treasury Bill: Secondary Market Rate (Monthly) 365 Day MA
2977 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2978 DTB3_mva365 3-Month Treasury Bill: Secondary Market Rate (Daily) 365 Day MA
2987 IRX.Open_Log Log of
2988 IRX.Open_mva365 365 Day MA
2997 IRX.High_Log Log of
2998 IRX.High_mva365 365 Day MA
3007 IRX.Low_Log Log of
3008 IRX.Low_mva365 365 Day MA
3017 IRX.Close_Log Log of
3018 IRX.Close_mva365 365 Day MA
3021 IRX.Volume_YoY Year over Year
3022 IRX.Volume_YoY4 4 Year over 4 Year
3023 IRX.Volume_YoY5 5 Year over 5 Year
3024 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3025 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3026 IRX.Volume_SmoothDer Derivative of Smoothed
3027 IRX.Volume_Log Log of
3028 IRX.Volume_mva365 365 Day MA
3029 IRX.Volume_mva200 200 Day MA
3030 IRX.Volume_mva050 50 Day MA
3037 IRX.Adjusted_Log Log of
3038 IRX.Adjusted_mva365 365 Day MA
3047 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3062 NEWORDER_YoY4 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 4 Year over 4 Year
3064 NEWORDER_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3066 NEWORDER_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3067 NEWORDER_Log Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3068 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3069 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3070 NEWORDER_mva050 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3072 ALTSALES_YoY4 Light Weight Vehicle Sales: Autos and Light Trucks 4 Year over 4 Year
3078 ALTSALES_mva365 Light Weight Vehicle Sales: Autos and Light Trucks 365 Day MA
3086 ICSA_SmoothDer Derivative of Smoothed Initial Jobless Claims
3094 GSPC.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3096 GSPC.Open_SmoothDer Derivative of Smoothed
3098 GSPC.Open_mva365 365 Day MA
3099 GSPC.Open_mva200 200 Day MA
3100 GSPC.Open_mva050 50 Day MA
3104 GSPC.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3106 GSPC.High_SmoothDer Derivative of Smoothed
3108 GSPC.High_mva365 365 Day MA
3109 GSPC.High_mva200 200 Day MA
3110 GSPC.High_mva050 50 Day MA
3114 GSPC.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3116 GSPC.Low_SmoothDer Derivative of Smoothed
3118 GSPC.Low_mva365 365 Day MA
3119 GSPC.Low_mva200 200 Day MA
3120 GSPC.Low_mva050 50 Day MA
3124 GSPC.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3126 GSPC.Close_SmoothDer Derivative of Smoothed
3128 GSPC.Close_mva365 365 Day MA
3129 GSPC.Close_mva200 200 Day MA
3130 GSPC.Close_mva050 50 Day MA
3134 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3136 GSPC.Volume_SmoothDer Derivative of Smoothed
3144 GSPC.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3146 GSPC.Adjusted_SmoothDer Derivative of Smoothed
3148 GSPC.Adjusted_mva365 365 Day MA
3149 GSPC.Adjusted_mva200 200 Day MA
3150 GSPC.Adjusted_mva050 50 Day MA
3154 FXAIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3156 FXAIX.Open_SmoothDer Derivative of Smoothed
3158 FXAIX.Open_mva365 365 Day MA
3159 FXAIX.Open_mva200 200 Day MA
3160 FXAIX.Open_mva050 50 Day MA
3164 FXAIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3166 FXAIX.High_SmoothDer Derivative of Smoothed
3168 FXAIX.High_mva365 365 Day MA
3169 FXAIX.High_mva200 200 Day MA
3170 FXAIX.High_mva050 50 Day MA
3174 FXAIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3176 FXAIX.Low_SmoothDer Derivative of Smoothed
3178 FXAIX.Low_mva365 365 Day MA
3179 FXAIX.Low_mva200 200 Day MA
3180 FXAIX.Low_mva050 50 Day MA
3184 FXAIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3186 FXAIX.Close_SmoothDer Derivative of Smoothed
3188 FXAIX.Close_mva365 365 Day MA
3189 FXAIX.Close_mva200 200 Day MA
3190 FXAIX.Close_mva050 50 Day MA
3191 FXAIX.Volume_YoY Year over Year
3192 FXAIX.Volume_YoY4 4 Year over 4 Year
3193 FXAIX.Volume_YoY5 5 Year over 5 Year
3194 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3195 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3196 FXAIX.Volume_SmoothDer Derivative of Smoothed
3197 FXAIX.Volume_Log Log of
3198 FXAIX.Volume_mva365 365 Day MA
3199 FXAIX.Volume_mva200 200 Day MA
3200 FXAIX.Volume_mva050 50 Day MA
3204 FXAIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3206 FXAIX.Adjusted_SmoothDer Derivative of Smoothed
3208 FXAIX.Adjusted_mva365 365 Day MA
3209 FXAIX.Adjusted_mva200 200 Day MA
3210 FXAIX.Adjusted_mva050 50 Day MA
3214 FTIHX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3215 FTIHX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3216 FTIHX.Open_SmoothDer Derivative of Smoothed
3218 FTIHX.Open_mva365 365 Day MA
3220 FTIHX.Open_mva050 50 Day MA
3224 FTIHX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3225 FTIHX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3226 FTIHX.High_SmoothDer Derivative of Smoothed
3228 FTIHX.High_mva365 365 Day MA
3230 FTIHX.High_mva050 50 Day MA
3234 FTIHX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3235 FTIHX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3236 FTIHX.Low_SmoothDer Derivative of Smoothed
3238 FTIHX.Low_mva365 365 Day MA
3240 FTIHX.Low_mva050 50 Day MA
3244 FTIHX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3245 FTIHX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3246 FTIHX.Close_SmoothDer Derivative of Smoothed
3248 FTIHX.Close_mva365 365 Day MA
3250 FTIHX.Close_mva050 50 Day MA
3251 FTIHX.Volume_YoY Year over Year
3252 FTIHX.Volume_YoY4 4 Year over 4 Year
3253 FTIHX.Volume_YoY5 5 Year over 5 Year
3254 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3255 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3256 FTIHX.Volume_SmoothDer Derivative of Smoothed
3257 FTIHX.Volume_Log Log of
3258 FTIHX.Volume_mva365 365 Day MA
3259 FTIHX.Volume_mva200 200 Day MA
3260 FTIHX.Volume_mva050 50 Day MA
3264 FTIHX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3265 FTIHX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3266 FTIHX.Adjusted_SmoothDer Derivative of Smoothed
3267 FTIHX.Adjusted_Log Log of
3268 FTIHX.Adjusted_mva365 365 Day MA
3269 FTIHX.Adjusted_mva200 200 Day MA
3270 FTIHX.Adjusted_mva050 50 Day MA
3274 MDIZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3276 MDIZX.Open_SmoothDer Derivative of Smoothed
3278 MDIZX.Open_mva365 365 Day MA
3284 MDIZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3286 MDIZX.High_SmoothDer Derivative of Smoothed
3288 MDIZX.High_mva365 365 Day MA
3294 MDIZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3296 MDIZX.Low_SmoothDer Derivative of Smoothed
3298 MDIZX.Low_mva365 365 Day MA
3304 MDIZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3306 MDIZX.Close_SmoothDer Derivative of Smoothed
3308 MDIZX.Close_mva365 365 Day MA
3311 MDIZX.Volume_YoY Year over Year
3312 MDIZX.Volume_YoY4 4 Year over 4 Year
3313 MDIZX.Volume_YoY5 5 Year over 5 Year
3314 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3315 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3316 MDIZX.Volume_SmoothDer Derivative of Smoothed
3317 MDIZX.Volume_Log Log of
3318 MDIZX.Volume_mva365 365 Day MA
3319 MDIZX.Volume_mva200 200 Day MA
3320 MDIZX.Volume_mva050 50 Day MA
3324 MDIZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3326 MDIZX.Adjusted_SmoothDer Derivative of Smoothed
3328 MDIZX.Adjusted_mva365 365 Day MA
3334 DODIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3336 DODIX.Open_SmoothDer Derivative of Smoothed
3344 DODIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3346 DODIX.High_SmoothDer Derivative of Smoothed
3354 DODIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3356 DODIX.Low_SmoothDer Derivative of Smoothed
3364 DODIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3366 DODIX.Close_SmoothDer Derivative of Smoothed
3371 DODIX.Volume_YoY Year over Year
3372 DODIX.Volume_YoY4 4 Year over 4 Year
3373 DODIX.Volume_YoY5 5 Year over 5 Year
3374 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3375 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3376 DODIX.Volume_SmoothDer Derivative of Smoothed
3377 DODIX.Volume_Log Log of
3378 DODIX.Volume_mva365 365 Day MA
3379 DODIX.Volume_mva200 200 Day MA
3380 DODIX.Volume_mva050 50 Day MA
3384 DODIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3386 DODIX.Adjusted_SmoothDer Derivative of Smoothed
3388 DODIX.Adjusted_mva365 365 Day MA
3394 RLG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3396 RLG.Open_SmoothDer Derivative of Smoothed
3398 RLG.Open_mva365 365 Day MA
3399 RLG.Open_mva200 200 Day MA
3400 RLG.Open_mva050 50 Day MA
3404 RLG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3406 RLG.High_SmoothDer Derivative of Smoothed
3408 RLG.High_mva365 365 Day MA
3409 RLG.High_mva200 200 Day MA
3410 RLG.High_mva050 50 Day MA
3414 RLG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3416 RLG.Low_SmoothDer Derivative of Smoothed
3418 RLG.Low_mva365 365 Day MA
3419 RLG.Low_mva200 200 Day MA
3420 RLG.Low_mva050 50 Day MA
3424 RLG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3426 RLG.Close_SmoothDer Derivative of Smoothed
3428 RLG.Close_mva365 365 Day MA
3429 RLG.Close_mva200 200 Day MA
3430 RLG.Close_mva050 50 Day MA
3431 RLG.Volume_YoY Year over Year
3432 RLG.Volume_YoY4 4 Year over 4 Year
3433 RLG.Volume_YoY5 5 Year over 5 Year
3434 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3435 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3436 RLG.Volume_SmoothDer Derivative of Smoothed
3437 RLG.Volume_Log Log of
3438 RLG.Volume_mva365 365 Day MA
3439 RLG.Volume_mva200 200 Day MA
3440 RLG.Volume_mva050 50 Day MA
3444 RLG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3446 RLG.Adjusted_SmoothDer Derivative of Smoothed
3448 RLG.Adjusted_mva365 365 Day MA
3449 RLG.Adjusted_mva200 200 Day MA
3450 RLG.Adjusted_mva050 50 Day MA
3454 DJI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3455 DJI.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3456 DJI.Open_SmoothDer Derivative of Smoothed
3458 DJI.Open_mva365 365 Day MA
3459 DJI.Open_mva200 200 Day MA
3460 DJI.Open_mva050 50 Day MA
3464 DJI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3466 DJI.High_SmoothDer Derivative of Smoothed
3468 DJI.High_mva365 365 Day MA
3469 DJI.High_mva200 200 Day MA
3470 DJI.High_mva050 50 Day MA
3474 DJI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3475 DJI.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3476 DJI.Low_SmoothDer Derivative of Smoothed
3478 DJI.Low_mva365 365 Day MA
3479 DJI.Low_mva200 200 Day MA
3480 DJI.Low_mva050 50 Day MA
3484 DJI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3486 DJI.Close_SmoothDer Derivative of Smoothed
3488 DJI.Close_mva365 365 Day MA
3489 DJI.Close_mva200 200 Day MA
3490 DJI.Close_mva050 50 Day MA
3494 DJI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3496 DJI.Volume_SmoothDer Derivative of Smoothed
3504 DJI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3506 DJI.Adjusted_SmoothDer Derivative of Smoothed
3508 DJI.Adjusted_mva365 365 Day MA
3509 DJI.Adjusted_mva200 200 Day MA
3510 DJI.Adjusted_mva050 50 Day MA
3514 STOXX50E.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3515 STOXX50E.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3516 STOXX50E.Open_SmoothDer Derivative of Smoothed
3517 STOXX50E.Open_Log Log of
3518 STOXX50E.Open_mva365 365 Day MA
3519 STOXX50E.Open_mva200 200 Day MA
3520 STOXX50E.Open_mva050 50 Day MA
3524 STOXX50E.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3525 STOXX50E.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3526 STOXX50E.High_SmoothDer Derivative of Smoothed
3528 STOXX50E.High_mva365 365 Day MA
3529 STOXX50E.High_mva200 200 Day MA
3530 STOXX50E.High_mva050 50 Day MA
3534 STOXX50E.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3535 STOXX50E.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3536 STOXX50E.Low_SmoothDer Derivative of Smoothed
3538 STOXX50E.Low_mva365 365 Day MA
3539 STOXX50E.Low_mva200 200 Day MA
3540 STOXX50E.Low_mva050 50 Day MA
3544 STOXX50E.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3545 STOXX50E.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3546 STOXX50E.Close_SmoothDer Derivative of Smoothed
3548 STOXX50E.Close_mva365 365 Day MA
3549 STOXX50E.Close_mva200 200 Day MA
3550 STOXX50E.Close_mva050 50 Day MA
3556 STOXX50E.Volume_SmoothDer Derivative of Smoothed
3557 STOXX50E.Volume_Log Log of
3564 STOXX50E.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3565 STOXX50E.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3566 STOXX50E.Adjusted_SmoothDer Derivative of Smoothed
3568 STOXX50E.Adjusted_mva365 365 Day MA
3569 STOXX50E.Adjusted_mva200 200 Day MA
3570 STOXX50E.Adjusted_mva050 50 Day MA
3574 EFA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3575 EFA.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3576 EFA.Open_SmoothDer Derivative of Smoothed
3577 EFA.Open_Log Log of
3578 EFA.Open_mva365 365 Day MA
3580 EFA.Open_mva050 50 Day MA
3584 EFA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3585 EFA.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3586 EFA.High_SmoothDer Derivative of Smoothed
3587 EFA.High_Log Log of
3588 EFA.High_mva365 365 Day MA
3590 EFA.High_mva050 50 Day MA
3594 EFA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3595 EFA.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3596 EFA.Low_SmoothDer Derivative of Smoothed
3597 EFA.Low_Log Log of
3598 EFA.Low_mva365 365 Day MA
3600 EFA.Low_mva050 50 Day MA
3604 EFA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3605 EFA.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3606 EFA.Close_SmoothDer Derivative of Smoothed
3607 EFA.Close_Log Log of
3608 EFA.Close_mva365 365 Day MA
3610 EFA.Close_mva050 50 Day MA
3624 EFA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3625 EFA.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3626 EFA.Adjusted_SmoothDer Derivative of Smoothed
3627 EFA.Adjusted_Log Log of
3628 EFA.Adjusted_mva365 365 Day MA
3629 EFA.Adjusted_mva200 200 Day MA
3630 EFA.Adjusted_mva050 50 Day MA
3632 GDP_YoY4 Gross Domestic Product 4 Year over 4 Year
3637 GDP_Log Log of Gross Domestic Product
3638 GDP_mva365 Gross Domestic Product 365 Day MA
3639 GDP_mva200 Gross Domestic Product 200 Day MA
3640 GDP_mva050 Gross Domestic Product 50 Day MA
3647 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3648 FNDEFX_mva365 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3649 FNDEFX_mva200 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3650 FNDEFX_mva050 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3657 FDEFX_Log Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3658 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3659 FDEFX_mva200 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3660 FDEFX_mva050 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3663 GDPNOW_YoY5 Fed Atlanta GDPNow 5 Year over 5 Year
3667 GDPNOW_Log Log of Fed Atlanta GDPNow
3668 GDPNOW_mva365 Fed Atlanta GDPNow 365 Day MA
3672 GDPC1_YoY4 Real Gross Domestic Product 4 Year over 4 Year
3677 GDPC1_Log Log of Real Gross Domestic Product
3678 GDPC1_mva365 Real Gross Domestic Product 365 Day MA
3679 GDPC1_mva200 Real Gross Domestic Product 200 Day MA
3680 GDPC1_mva050 Real Gross Domestic Product 50 Day MA
3687 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3688 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3689 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3690 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3694 VIG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3695 VIG.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3696 VIG.Open_SmoothDer Derivative of Smoothed
3698 VIG.Open_mva365 365 Day MA
3699 VIG.Open_mva200 200 Day MA
3700 VIG.Open_mva050 50 Day MA
3704 VIG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3705 VIG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3706 VIG.High_SmoothDer Derivative of Smoothed
3708 VIG.High_mva365 365 Day MA
3709 VIG.High_mva200 200 Day MA
3710 VIG.High_mva050 50 Day MA
3714 VIG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3715 VIG.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3716 VIG.Low_SmoothDer Derivative of Smoothed
3718 VIG.Low_mva365 365 Day MA
3719 VIG.Low_mva200 200 Day MA
3720 VIG.Low_mva050 50 Day MA
3724 VIG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3725 VIG.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3726 VIG.Close_SmoothDer Derivative of Smoothed
3728 VIG.Close_mva365 365 Day MA
3729 VIG.Close_mva200 200 Day MA
3730 VIG.Close_mva050 50 Day MA
3744 VIG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3745 VIG.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3746 VIG.Adjusted_SmoothDer Derivative of Smoothed
3748 VIG.Adjusted_mva365 365 Day MA
3749 VIG.Adjusted_mva200 200 Day MA
3750 VIG.Adjusted_mva050 50 Day MA
3762 FEDFUNDS_YoY4 Effective Federal Funds Rate 4 Year over 4 Year
3767 FEDFUNDS_Log Log of Effective Federal Funds Rate
3768 FEDFUNDS_mva365 Effective Federal Funds Rate 365 Day MA
3769 FEDFUNDS_mva200 Effective Federal Funds Rate 200 Day MA
3770 FEDFUNDS_mva050 Effective Federal Funds Rate 50 Day MA
3772 GPDI_YoY4 Gross Private Domestic Investment 4 Year over 4 Year
3777 GPDI_Log Log of Gross Private Domestic Investment
3778 GPDI_mva365 Gross Private Domestic Investment 365 Day MA
3779 GPDI_mva200 Gross Private Domestic Investment 200 Day MA
3780 GPDI_mva050 Gross Private Domestic Investment 50 Day MA
3782 W790RC1Q027SBEA_YoY4 Net domestic investment: Private: Domestic busines 4 Year over 4 Year
3787 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3788 W790RC1Q027SBEA_mva365 Net domestic investment: Private: Domestic busines 365 Day MA
3789 W790RC1Q027SBEA_mva200 Net domestic investment: Private: Domestic busines 200 Day MA
3790 W790RC1Q027SBEA_mva050 Net domestic investment: Private: Domestic busines 50 Day MA
3791 MZMV_YoY Velocity of MZM Money Stock Year over Year
3792 MZMV_YoY4 Velocity of MZM Money Stock 4 Year over 4 Year
3793 MZMV_YoY5 Velocity of MZM Money Stock 5 Year over 5 Year
3797 MZMV_Log Log of Velocity of MZM Money Stock
3798 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3799 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3800 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3801 M1_YoY M1 Money Stock Year over Year
3807 M1_Log Log of M1 Money Stock
3808 M1_mva365 M1 Money Stock 365 Day MA
3809 M1_mva200 M1 Money Stock 200 Day MA
3810 M1_mva050 M1 Money Stock 50 Day MA
3811 M2_YoY M2 Money Stock Year over Year
3817 M2_Log Log of M2 Money Stock
3818 M2_mva365 M2 Money Stock 365 Day MA
3819 M2_mva200 M2 Money Stock 200 Day MA
3820 M2_mva050 M2 Money Stock 50 Day MA
3827 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3828 OPHNFB_mva365 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 365 Day MA
3829 OPHNFB_mva200 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 200 Day MA
3830 OPHNFB_mva050 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 50 Day MA
3832 IPMAN_YoY4 Industrial Production: Manufacturing (NAICS) 4 Year over 4 Year
3833 IPMAN_YoY5 Industrial Production: Manufacturing (NAICS) 5 Year over 5 Year
3844 IWD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3845 IWD.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3846 IWD.Open_SmoothDer Derivative of Smoothed
3848 IWD.Open_mva365 365 Day MA
3849 IWD.Open_mva200 200 Day MA
3850 IWD.Open_mva050 50 Day MA
3854 IWD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3856 IWD.High_SmoothDer Derivative of Smoothed
3858 IWD.High_mva365 365 Day MA
3859 IWD.High_mva200 200 Day MA
3860 IWD.High_mva050 50 Day MA
3864 IWD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3865 IWD.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3866 IWD.Low_SmoothDer Derivative of Smoothed
3868 IWD.Low_mva365 365 Day MA
3869 IWD.Low_mva200 200 Day MA
3870 IWD.Low_mva050 50 Day MA
3874 IWD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3875 IWD.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3876 IWD.Close_SmoothDer Derivative of Smoothed
3878 IWD.Close_mva365 365 Day MA
3879 IWD.Close_mva200 200 Day MA
3880 IWD.Close_mva050 50 Day MA
3889 IWD.Volume_mva200 200 Day MA
3894 IWD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3895 IWD.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3896 IWD.Adjusted_SmoothDer Derivative of Smoothed
3898 IWD.Adjusted_mva365 365 Day MA
3899 IWD.Adjusted_mva200 200 Day MA
3900 IWD.Adjusted_mva050 50 Day MA
3902 GS5_YoY4 5-Year Treasury Constant Maturity Rate 4 Year over 4 Year
3903 GS5_YoY5 5-Year Treasury Constant Maturity Rate 5 Year over 5 Year
3908 GS5_mva365 5-Year Treasury Constant Maturity Rate 365 Day MA
3916 PSAVERT_SmoothDer Derivative of Smoothed Personal Saving Rate
3974 VXX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3977 VXX.Volume_Log Log of
3978 VXX.Volume_mva365 365 Day MA
3979 VXX.Volume_mva200 200 Day MA
3998 HOUST1F_mva365 Privately Owned Housing Starts: 1-Unit Structures 365 Day MA
3999 HOUST1F_mva200 Privately Owned Housing Starts: 1-Unit Structures 200 Day MA
4007 GFDEBTN_Log Log of Federal Debt: Total Public Debt
4008 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
4009 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
4010 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
4036 EXHOSLUSM495S_SmoothDer Derivative of Smoothed Existing Home Sales
4041 MSPUS_YoY Median Sales Price of Houses Sold for the United States (NSA) Year over Year
4054 UMDMNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (NSA)
4056 UMDMNO_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (NSA)
4058 UMDMNO_mva365 Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4059 UMDMNO_mva200 Manufacturers’ New Orders: Durable Goods (NSA) 200 Day MA
4060 UMDMNO_mva050 Manufacturers’ New Orders: Durable Goods (NSA) 50 Day MA
4062 DGORDER_YoY4 Manufacturers’ New Orders: Durable Goods (SA) 4 Year over 4 Year
4064 DGORDER_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (SA)
4068 DGORDER_mva365 Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4069 DGORDER_mva200 Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4078 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4079 CSUSHPINSA_mva200 S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4083 GFDEGDQ188S_YoY5 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 5 Year over 5 Year
4084 GFDEGDQ188S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4087 GFDEGDQ188S_Log Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4088 GFDEGDQ188S_mva365 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 365 Day MA
4089 GFDEGDQ188S_mva200 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA
4090 GFDEGDQ188S_mva050 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA
4096 FYFSD_SmoothDer Derivative of Smoothed Federal Surplus or Deficit
4097 FYFSD_Log Log of Federal Surplus or Deficit
4105 FYFSGDA188S_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4107 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4109 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4110 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4116 GDX.Open_SmoothDer Derivative of Smoothed
4126 GDX.High_SmoothDer Derivative of Smoothed
4136 GDX.Low_SmoothDer Derivative of Smoothed
4146 GDX.Close_SmoothDer Derivative of Smoothed
4156 GDX.Volume_SmoothDer Derivative of Smoothed
4164 GDX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4166 GDX.Adjusted_SmoothDer Derivative of Smoothed
4302 OUTMS_YoY4 Manufacturing Sector: Real Output 4 Year over 4 Year
4303 OUTMS_YoY5 Manufacturing Sector: Real Output 5 Year over 5 Year
4306 OUTMS_SmoothDer Derivative of Smoothed Manufacturing Sector: Real Output
4312 MANEMP_YoY4 All Employees: Manufacturing 4 Year over 4 Year
4314 MANEMP_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Employees: Manufacturing
4316 MANEMP_SmoothDer Derivative of Smoothed All Employees: Manufacturing
4317 MANEMP_Log Log of All Employees: Manufacturing
4318 MANEMP_mva365 All Employees: Manufacturing 365 Day MA
4319 MANEMP_mva200 All Employees: Manufacturing 200 Day MA
4320 MANEMP_mva050 All Employees: Manufacturing 50 Day MA
4322 PRS30006163_YoY4 Manufacturing Sector: Real Output Per Person 4 Year over 4 Year
4323 PRS30006163_YoY5 Manufacturing Sector: Real Output Per Person 5 Year over 5 Year
4324 PRS30006163_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output Per Person
4326 PRS30006163_SmoothDer Derivative of Smoothed Manufacturing Sector: Real Output Per Person
4348 AAA_mva365 Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4358 SOFR_mva365 Secured Overnight Financing Rate 365 Day MA
4364 SOFRVOL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4366 SOFRVOL_SmoothDer Derivative of Smoothed Secured Overnight Financing Volume
4368 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4369 SOFRVOL_mva200 Secured Overnight Financing Volume 200 Day MA
4378 SOFR99_mva365 Secured Overnight Financing Rate: 99th Percentile 365 Day MA
4388 SOFR75_mva365 Secured Overnight Financing Rate: 75th Percentile 365 Day MA
4397 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4398 SOFR25_mva365 Secured Overnight Financing Rate: 25th Percentile 365 Day MA
4399 SOFR25_mva200 Secured Overnight Financing Rate: 25th Percentile 200 Day MA
4407 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4408 SOFR1_mva365 Secured Overnight Financing Rate: 1st Percentile 365 Day MA
4409 SOFR1_mva200 Secured Overnight Financing Rate: 1st Percentile 200 Day MA
4418 OBFR_mva365 Overnight Bank Funding Rate 365 Day MA
4426 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4428 OBFR99_mva365 Overnight Bank Funding Rate: 99th Percentile 365 Day MA
4437 OBFR75_Log Log of Overnight Bank Funding Rate: 75th Percentile
4438 OBFR75_mva365 Overnight Bank Funding Rate: 75th Percentile 365 Day MA
4439 OBFR75_mva200 Overnight Bank Funding Rate: 75th Percentile 200 Day MA
4440 OBFR75_mva050 Overnight Bank Funding Rate: 75th Percentile 50 Day MA
4447 OBFR25_Log Log of Overnight Bank Funding Rate: 25th Percentile
4448 OBFR25_mva365 Overnight Bank Funding Rate: 25th Percentile 365 Day MA
4449 OBFR25_mva200 Overnight Bank Funding Rate: 25th Percentile 200 Day MA
4450 OBFR25_mva050 Overnight Bank Funding Rate: 25th Percentile 50 Day MA
4458 OBFR1_mva365 Overnight Bank Funding Rate: 1st Percentile 365 Day MA
4467 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4471 IOER_YoY Interest Rate on Excess Reserves Year over Year
4477 IOER_Log Log of Interest Rate on Excess Reserves
4478 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4479 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4480 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4484 WRESBAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks
4486 WRESBAL_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4488 WRESBAL_mva365 Reserve Balances with Federal Reserve Banks 365 Day MA
4489 WRESBAL_mva200 Reserve Balances with Federal Reserve Banks 200 Day MA
4490 WRESBAL_mva050 Reserve Balances with Federal Reserve Banks 50 Day MA
4491 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4497 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4498 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4499 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4500 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4501 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4507 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4508 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4509 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4510 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4512 EUNNGDP_YoY4 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 4 Year over 4 Year
4514 EUNNGDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4517 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4518 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4519 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4520 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4531 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4537 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4538 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4539 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4540 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4544 WCURRNS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1
4547 WCURRNS_Log Log of Currency Component of M1
4548 WCURRNS_mva365 Currency Component of M1 365 Day MA
4549 WCURRNS_mva200 Currency Component of M1 200 Day MA
4550 WCURRNS_mva050 Currency Component of M1 50 Day MA
4554 BOGMBASE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Monetary Base; Total
4556 BOGMBASE_SmoothDer Derivative of Smoothed Monetary Base; Total
4557 BOGMBASE_Log Log of Monetary Base; Total
4558 BOGMBASE_mva365 Monetary Base; Total 365 Day MA
4559 BOGMBASE_mva200 Monetary Base; Total 200 Day MA
4560 BOGMBASE_mva050 Monetary Base; Total 50 Day MA
4567 PRS88003193_Log Log of Nonfinancial Corporations Sector: Unit Profits
4568 PRS88003193_mva365 Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4569 PRS88003193_mva200 Nonfinancial Corporations Sector: Unit Profits 200 Day MA
4570 PRS88003193_mva050 Nonfinancial Corporations Sector: Unit Profits 50 Day MA
4571 PPIACO_YoY Producer Price Index for All Commodities Year over Year
4603 POPTHM_Log Log of Population (U.S.)
4604 POPTHM_Log Log of Population (U.S.)
4605 POPTHM_mva365 Population (U.S.) 365 Day MA
4606 POPTHM_mva365 Population (U.S.) 365 Day MA
4607 POPTHM_mva200 Population (U.S.) 200 Day MA
4608 POPTHM_mva200 Population (U.S.) 200 Day MA
4609 POPTHM_mva050 Population (U.S.) 50 Day MA
4610 POPTHM_mva050 Population (U.S.) 50 Day MA
4623 POPTHM.1_Log Log of
4624 POPTHM.1_Log Log of
4625 POPTHM.1_mva365 365 Day MA
4626 POPTHM.1_mva365 365 Day MA
4627 POPTHM.1_mva200 200 Day MA
4628 POPTHM.1_mva200 200 Day MA
4629 POPTHM.1_mva050 50 Day MA
4630 POPTHM.1_mva050 50 Day MA
4632 CLF16OV_YoY4 Civilian Labor Force Level, SA 4 Year over 4 Year
4638 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4654 LNU03000000_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA)
4656 LNU03000000_SmoothDer Derivative of Smoothed Unemployment Level (NSA)
4657 LNU03000000_Log Log of Unemployment Level (NSA)
4658 LNU03000000_mva365 Unemployment Level (NSA) 365 Day MA
4659 LNU03000000_mva200 Unemployment Level (NSA) 200 Day MA
4660 LNU03000000_mva050 Unemployment Level (NSA) 50 Day MA
4668 UNEMPLOY_mva365 Unemployment Level, seasonally adjusted 365 Day MA
4672 RSAFS_YoY4 Advance Retail Sales: Retail and Food Services 4 Year over 4 Year
4678 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4679 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
4691 BOPGTB_YoY Trade Balance: Goods, Balance of Payments Basis (SA) Year over Year
4697 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4702 TERMCBPER24NS_YoY4 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 4 Year over 4 Year
4707 TERMCBPER24NS_Log Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4708 TERMCBPER24NS_mva365 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 365 Day MA
4709 TERMCBPER24NS_mva200 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA
4710 TERMCBPER24NS_mva050 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4716 A065RC1A027NBEA_SmoothDer Derivative of Smoothed Personal income (NSA)
4717 A065RC1A027NBEA_Log Log of Personal income (NSA)
4718 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4719 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4720 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4727 PI_Log Log of Personal income (SA)
4728 PI_mva365 Personal income (SA) 365 Day MA
4729 PI_mva200 Personal income (SA) 200 Day MA
4730 PI_mva050 Personal income (SA) 50 Day MA
4732 PCE_YoY4 Personal Consumption Expenditures (SA) 4 Year over 4 Year
4737 PCE_Log Log of Personal Consumption Expenditures (SA)
4738 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4739 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4740 PCE_mva050 Personal Consumption Expenditures (SA) 50 Day MA
4742 A053RC1Q027SBEA_YoY4 National income: Corporate profits before tax (without IVA and CCAdj) 4 Year over 4 Year
4747 A053RC1Q027SBEA_Log Log of National income: Corporate profits before tax (without IVA and CCAdj)
4748 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4749 A053RC1Q027SBEA_mva200 National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA
4750 A053RC1Q027SBEA_mva050 National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
4752 CPROFIT_YoY4 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 4 Year over 4 Year
4757 CPROFIT_Log Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4758 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4759 CPROFIT_mva200 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA
4760 CPROFIT_mva050 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
4764 SPY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4766 SPY.Open_SmoothDer Derivative of Smoothed
4768 SPY.Open_mva365 365 Day MA
4769 SPY.Open_mva200 200 Day MA
4770 SPY.Open_mva050 50 Day MA
4774 SPY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4776 SPY.High_SmoothDer Derivative of Smoothed
4778 SPY.High_mva365 365 Day MA
4779 SPY.High_mva200 200 Day MA
4780 SPY.High_mva050 50 Day MA
4784 SPY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4786 SPY.Low_SmoothDer Derivative of Smoothed
4788 SPY.Low_mva365 365 Day MA
4789 SPY.Low_mva200 200 Day MA
4790 SPY.Low_mva050 50 Day MA
4794 SPY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4796 SPY.Close_SmoothDer Derivative of Smoothed
4798 SPY.Close_mva365 365 Day MA
4799 SPY.Close_mva200 200 Day MA
4800 SPY.Close_mva050 50 Day MA
4814 SPY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4816 SPY.Adjusted_SmoothDer Derivative of Smoothed
4818 SPY.Adjusted_mva365 365 Day MA
4819 SPY.Adjusted_mva200 200 Day MA
4820 SPY.Adjusted_mva050 50 Day MA
4824 MDY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4826 MDY.Open_SmoothDer Derivative of Smoothed
4828 MDY.Open_mva365 365 Day MA
4829 MDY.Open_mva200 200 Day MA
4830 MDY.Open_mva050 50 Day MA
4834 MDY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4836 MDY.High_SmoothDer Derivative of Smoothed
4838 MDY.High_mva365 365 Day MA
4839 MDY.High_mva200 200 Day MA
4840 MDY.High_mva050 50 Day MA
4844 MDY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4846 MDY.Low_SmoothDer Derivative of Smoothed
4848 MDY.Low_mva365 365 Day MA
4849 MDY.Low_mva200 200 Day MA
4850 MDY.Low_mva050 50 Day MA
4854 MDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4856 MDY.Close_SmoothDer Derivative of Smoothed
4858 MDY.Close_mva365 365 Day MA
4859 MDY.Close_mva200 200 Day MA
4860 MDY.Close_mva050 50 Day MA
4868 MDY.Volume_mva365 365 Day MA
4874 MDY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4876 MDY.Adjusted_SmoothDer Derivative of Smoothed
4878 MDY.Adjusted_mva365 365 Day MA
4879 MDY.Adjusted_mva200 200 Day MA
4880 MDY.Adjusted_mva050 50 Day MA
4884 EES.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4886 EES.Open_SmoothDer Derivative of Smoothed
4889 EES.Open_mva200 200 Day MA
4894 EES.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4896 EES.High_SmoothDer Derivative of Smoothed
4899 EES.High_mva200 200 Day MA
4904 EES.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4906 EES.Low_SmoothDer Derivative of Smoothed
4908 EES.Low_mva365 365 Day MA
4909 EES.Low_mva200 200 Day MA
4914 EES.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4916 EES.Close_SmoothDer Derivative of Smoothed
4918 EES.Close_mva365 365 Day MA
4919 EES.Close_mva200 200 Day MA
4926 EES.Volume_SmoothDer Derivative of Smoothed
4927 EES.Volume_Log Log of
4929 EES.Volume_mva200 200 Day MA
4934 EES.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4936 EES.Adjusted_SmoothDer Derivative of Smoothed
4938 EES.Adjusted_mva365 365 Day MA
4939 EES.Adjusted_mva200 200 Day MA
4944 IJR.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4946 IJR.Open_SmoothDer Derivative of Smoothed
4948 IJR.Open_mva365 365 Day MA
4949 IJR.Open_mva200 200 Day MA
4954 IJR.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4956 IJR.High_SmoothDer Derivative of Smoothed
4958 IJR.High_mva365 365 Day MA
4959 IJR.High_mva200 200 Day MA
4964 IJR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4966 IJR.Low_SmoothDer Derivative of Smoothed
4968 IJR.Low_mva365 365 Day MA
4969 IJR.Low_mva200 200 Day MA
4974 IJR.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4976 IJR.Close_SmoothDer Derivative of Smoothed
4978 IJR.Close_mva365 365 Day MA
4979 IJR.Close_mva200 200 Day MA
4986 IJR.Volume_SmoothDer Derivative of Smoothed
4988 IJR.Volume_mva365 365 Day MA
4989 IJR.Volume_mva200 200 Day MA
4994 IJR.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4996 IJR.Adjusted_SmoothDer Derivative of Smoothed
4998 IJR.Adjusted_mva365 365 Day MA
4999 IJR.Adjusted_mva200 200 Day MA
5004 VGSTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5006 VGSTX.Open_SmoothDer Derivative of Smoothed
5008 VGSTX.Open_mva365 365 Day MA
5009 VGSTX.Open_mva200 200 Day MA
5014 VGSTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5016 VGSTX.High_SmoothDer Derivative of Smoothed
5018 VGSTX.High_mva365 365 Day MA
5019 VGSTX.High_mva200 200 Day MA
5024 VGSTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5026 VGSTX.Low_SmoothDer Derivative of Smoothed
5028 VGSTX.Low_mva365 365 Day MA
5029 VGSTX.Low_mva200 200 Day MA
5034 VGSTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5036 VGSTX.Close_SmoothDer Derivative of Smoothed
5038 VGSTX.Close_mva365 365 Day MA
5039 VGSTX.Close_mva200 200 Day MA
5041 VGSTX.Volume_YoY Year over Year
5042 VGSTX.Volume_YoY4 4 Year over 4 Year
5043 VGSTX.Volume_YoY5 5 Year over 5 Year
5044 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5045 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5046 VGSTX.Volume_SmoothDer Derivative of Smoothed
5047 VGSTX.Volume_Log Log of
5048 VGSTX.Volume_mva365 365 Day MA
5049 VGSTX.Volume_mva200 200 Day MA
5050 VGSTX.Volume_mva050 50 Day MA
5054 VGSTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5056 VGSTX.Adjusted_SmoothDer Derivative of Smoothed
5058 VGSTX.Adjusted_mva365 365 Day MA
5059 VGSTX.Adjusted_mva200 200 Day MA
5060 VGSTX.Adjusted_mva050 50 Day MA
5064 VFINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5066 VFINX.Open_SmoothDer Derivative of Smoothed
5068 VFINX.Open_mva365 365 Day MA
5069 VFINX.Open_mva200 200 Day MA
5070 VFINX.Open_mva050 50 Day MA
5074 VFINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5076 VFINX.High_SmoothDer Derivative of Smoothed
5078 VFINX.High_mva365 365 Day MA
5079 VFINX.High_mva200 200 Day MA
5080 VFINX.High_mva050 50 Day MA
5084 VFINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5086 VFINX.Low_SmoothDer Derivative of Smoothed
5088 VFINX.Low_mva365 365 Day MA
5089 VFINX.Low_mva200 200 Day MA
5090 VFINX.Low_mva050 50 Day MA
5094 VFINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5096 VFINX.Close_SmoothDer Derivative of Smoothed
5098 VFINX.Close_mva365 365 Day MA
5099 VFINX.Close_mva200 200 Day MA
5100 VFINX.Close_mva050 50 Day MA
5101 VFINX.Volume_YoY Year over Year
5102 VFINX.Volume_YoY4 4 Year over 4 Year
5103 VFINX.Volume_YoY5 5 Year over 5 Year
5104 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5105 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5106 VFINX.Volume_SmoothDer Derivative of Smoothed
5107 VFINX.Volume_Log Log of
5108 VFINX.Volume_mva365 365 Day MA
5109 VFINX.Volume_mva200 200 Day MA
5110 VFINX.Volume_mva050 50 Day MA
5114 VFINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5116 VFINX.Adjusted_SmoothDer Derivative of Smoothed
5118 VFINX.Adjusted_mva365 365 Day MA
5119 VFINX.Adjusted_mva200 200 Day MA
5120 VFINX.Adjusted_mva050 50 Day MA
5124 VOE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5125 VOE.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5126 VOE.Open_SmoothDer Derivative of Smoothed
5129 VOE.Open_mva200 200 Day MA
5134 VOE.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5135 VOE.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5136 VOE.High_SmoothDer Derivative of Smoothed
5139 VOE.High_mva200 200 Day MA
5144 VOE.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5145 VOE.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5146 VOE.Low_SmoothDer Derivative of Smoothed
5148 VOE.Low_mva365 365 Day MA
5149 VOE.Low_mva200 200 Day MA
5154 VOE.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5155 VOE.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5156 VOE.Close_SmoothDer Derivative of Smoothed
5159 VOE.Close_mva200 200 Day MA
5164 VOE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5166 VOE.Volume_SmoothDer Derivative of Smoothed
5169 VOE.Volume_mva200 200 Day MA
5174 VOE.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5175 VOE.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5176 VOE.Adjusted_SmoothDer Derivative of Smoothed
5178 VOE.Adjusted_mva365 365 Day MA
5179 VOE.Adjusted_mva200 200 Day MA
5180 VOE.Adjusted_mva050 50 Day MA
5184 VOT.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5185 VOT.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5186 VOT.Open_SmoothDer Derivative of Smoothed
5188 VOT.Open_mva365 365 Day MA
5189 VOT.Open_mva200 200 Day MA
5190 VOT.Open_mva050 50 Day MA
5194 VOT.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5196 VOT.High_SmoothDer Derivative of Smoothed
5198 VOT.High_mva365 365 Day MA
5199 VOT.High_mva200 200 Day MA
5200 VOT.High_mva050 50 Day MA
5204 VOT.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5206 VOT.Low_SmoothDer Derivative of Smoothed
5208 VOT.Low_mva365 365 Day MA
5209 VOT.Low_mva200 200 Day MA
5210 VOT.Low_mva050 50 Day MA
5214 VOT.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5216 VOT.Close_SmoothDer Derivative of Smoothed
5218 VOT.Close_mva365 365 Day MA
5219 VOT.Close_mva200 200 Day MA
5220 VOT.Close_mva050 50 Day MA
5224 VOT.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5226 VOT.Volume_SmoothDer Derivative of Smoothed
5234 VOT.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5236 VOT.Adjusted_SmoothDer Derivative of Smoothed
5238 VOT.Adjusted_mva365 365 Day MA
5239 VOT.Adjusted_mva200 200 Day MA
5240 VOT.Adjusted_mva050 50 Day MA
5241 TMFGX.Open_YoY Year over Year
5247 TMFGX.Open_Log Log of
5248 TMFGX.Open_mva365 365 Day MA
5249 TMFGX.Open_mva200 200 Day MA
5250 TMFGX.Open_mva050 50 Day MA
5251 TMFGX.High_YoY Year over Year
5257 TMFGX.High_Log Log of
5258 TMFGX.High_mva365 365 Day MA
5259 TMFGX.High_mva200 200 Day MA
5260 TMFGX.High_mva050 50 Day MA
5261 TMFGX.Low_YoY Year over Year
5267 TMFGX.Low_Log Log of
5268 TMFGX.Low_mva365 365 Day MA
5269 TMFGX.Low_mva200 200 Day MA
5270 TMFGX.Low_mva050 50 Day MA
5271 TMFGX.Close_YoY Year over Year
5277 TMFGX.Close_Log Log of
5278 TMFGX.Close_mva365 365 Day MA
5279 TMFGX.Close_mva200 200 Day MA
5280 TMFGX.Close_mva050 50 Day MA
5281 TMFGX.Volume_YoY Year over Year
5282 TMFGX.Volume_YoY4 4 Year over 4 Year
5283 TMFGX.Volume_YoY5 5 Year over 5 Year
5284 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5285 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5286 TMFGX.Volume_SmoothDer Derivative of Smoothed
5287 TMFGX.Volume_Log Log of
5288 TMFGX.Volume_mva365 365 Day MA
5289 TMFGX.Volume_mva200 200 Day MA
5290 TMFGX.Volume_mva050 50 Day MA
5291 TMFGX.Adjusted_YoY Year over Year
5297 TMFGX.Adjusted_Log Log of
5298 TMFGX.Adjusted_mva365 365 Day MA
5299 TMFGX.Adjusted_mva200 200 Day MA
5300 TMFGX.Adjusted_mva050 50 Day MA
5304 IWM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5306 IWM.Open_SmoothDer Derivative of Smoothed
5308 IWM.Open_mva365 365 Day MA
5309 IWM.Open_mva200 200 Day MA
5314 IWM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5316 IWM.High_SmoothDer Derivative of Smoothed
5318 IWM.High_mva365 365 Day MA
5319 IWM.High_mva200 200 Day MA
5324 IWM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5326 IWM.Low_SmoothDer Derivative of Smoothed
5328 IWM.Low_mva365 365 Day MA
5329 IWM.Low_mva200 200 Day MA
5334 IWM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5336 IWM.Close_SmoothDer Derivative of Smoothed
5338 IWM.Close_mva365 365 Day MA
5339 IWM.Close_mva200 200 Day MA
5344 IWM.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5346 IWM.Volume_SmoothDer Derivative of Smoothed
5348 IWM.Volume_mva365 365 Day MA
5349 IWM.Volume_mva200 200 Day MA
5354 IWM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5356 IWM.Adjusted_SmoothDer Derivative of Smoothed
5358 IWM.Adjusted_mva365 365 Day MA
5359 IWM.Adjusted_mva200 200 Day MA
5364 ONEQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5366 ONEQ.Open_SmoothDer Derivative of Smoothed
5368 ONEQ.Open_mva365 365 Day MA
5369 ONEQ.Open_mva200 200 Day MA
5370 ONEQ.Open_mva050 50 Day MA
5374 ONEQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5376 ONEQ.High_SmoothDer Derivative of Smoothed
5378 ONEQ.High_mva365 365 Day MA
5379 ONEQ.High_mva200 200 Day MA
5380 ONEQ.High_mva050 50 Day MA
5384 ONEQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5386 ONEQ.Low_SmoothDer Derivative of Smoothed
5388 ONEQ.Low_mva365 365 Day MA
5389 ONEQ.Low_mva200 200 Day MA
5390 ONEQ.Low_mva050 50 Day MA
5394 ONEQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5396 ONEQ.Close_SmoothDer Derivative of Smoothed
5398 ONEQ.Close_mva365 365 Day MA
5399 ONEQ.Close_mva200 200 Day MA
5400 ONEQ.Close_mva050 50 Day MA
5404 ONEQ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5406 ONEQ.Volume_SmoothDer Derivative of Smoothed
5414 ONEQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5416 ONEQ.Adjusted_SmoothDer Derivative of Smoothed
5418 ONEQ.Adjusted_mva365 365 Day MA
5419 ONEQ.Adjusted_mva200 200 Day MA
5420 ONEQ.Adjusted_mva050 50 Day MA
5424 FSMAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5426 FSMAX.Open_SmoothDer Derivative of Smoothed
5428 FSMAX.Open_mva365 365 Day MA
5429 FSMAX.Open_mva200 200 Day MA
5430 FSMAX.Open_mva050 50 Day MA
5434 FSMAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5436 FSMAX.High_SmoothDer Derivative of Smoothed
5438 FSMAX.High_mva365 365 Day MA
5439 FSMAX.High_mva200 200 Day MA
5440 FSMAX.High_mva050 50 Day MA
5444 FSMAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5446 FSMAX.Low_SmoothDer Derivative of Smoothed
5448 FSMAX.Low_mva365 365 Day MA
5449 FSMAX.Low_mva200 200 Day MA
5450 FSMAX.Low_mva050 50 Day MA
5454 FSMAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5456 FSMAX.Close_SmoothDer Derivative of Smoothed
5458 FSMAX.Close_mva365 365 Day MA
5459 FSMAX.Close_mva200 200 Day MA
5460 FSMAX.Close_mva050 50 Day MA
5461 FSMAX.Volume_YoY Year over Year
5462 FSMAX.Volume_YoY4 4 Year over 4 Year
5463 FSMAX.Volume_YoY5 5 Year over 5 Year
5464 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5465 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5466 FSMAX.Volume_SmoothDer Derivative of Smoothed
5467 FSMAX.Volume_Log Log of
5468 FSMAX.Volume_mva365 365 Day MA
5469 FSMAX.Volume_mva200 200 Day MA
5470 FSMAX.Volume_mva050 50 Day MA
5474 FSMAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5476 FSMAX.Adjusted_SmoothDer Derivative of Smoothed
5478 FSMAX.Adjusted_mva365 365 Day MA
5479 FSMAX.Adjusted_mva200 200 Day MA
5480 FSMAX.Adjusted_mva050 50 Day MA
5484 FXNAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5486 FXNAX.Open_SmoothDer Derivative of Smoothed
5494 FXNAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5496 FXNAX.High_SmoothDer Derivative of Smoothed
5504 FXNAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5506 FXNAX.Low_SmoothDer Derivative of Smoothed
5514 FXNAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5516 FXNAX.Close_SmoothDer Derivative of Smoothed
5521 FXNAX.Volume_YoY Year over Year
5522 FXNAX.Volume_YoY4 4 Year over 4 Year
5523 FXNAX.Volume_YoY5 5 Year over 5 Year
5524 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5525 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5526 FXNAX.Volume_SmoothDer Derivative of Smoothed
5527 FXNAX.Volume_Log Log of
5528 FXNAX.Volume_mva365 365 Day MA
5529 FXNAX.Volume_mva200 200 Day MA
5530 FXNAX.Volume_mva050 50 Day MA
5534 FXNAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5536 FXNAX.Adjusted_SmoothDer Derivative of Smoothed
5538 FXNAX.Adjusted_mva365 365 Day MA
5544 HAINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5545 HAINX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5546 HAINX.Open_SmoothDer Derivative of Smoothed
5547 HAINX.Open_Log Log of
5548 HAINX.Open_mva365 365 Day MA
5550 HAINX.Open_mva050 50 Day MA
5554 HAINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5555 HAINX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5556 HAINX.High_SmoothDer Derivative of Smoothed
5557 HAINX.High_Log Log of
5558 HAINX.High_mva365 365 Day MA
5560 HAINX.High_mva050 50 Day MA
5564 HAINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5565 HAINX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5566 HAINX.Low_SmoothDer Derivative of Smoothed
5567 HAINX.Low_Log Log of
5568 HAINX.Low_mva365 365 Day MA
5570 HAINX.Low_mva050 50 Day MA
5574 HAINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5575 HAINX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5576 HAINX.Close_SmoothDer Derivative of Smoothed
5577 HAINX.Close_Log Log of
5578 HAINX.Close_mva365 365 Day MA
5580 HAINX.Close_mva050 50 Day MA
5581 HAINX.Volume_YoY Year over Year
5582 HAINX.Volume_YoY4 4 Year over 4 Year
5583 HAINX.Volume_YoY5 5 Year over 5 Year
5584 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5585 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5586 HAINX.Volume_SmoothDer Derivative of Smoothed
5587 HAINX.Volume_Log Log of
5588 HAINX.Volume_mva365 365 Day MA
5589 HAINX.Volume_mva200 200 Day MA
5590 HAINX.Volume_mva050 50 Day MA
5594 HAINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5595 HAINX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5596 HAINX.Adjusted_SmoothDer Derivative of Smoothed
5597 HAINX.Adjusted_Log Log of
5598 HAINX.Adjusted_mva365 365 Day MA
5600 HAINX.Adjusted_mva050 50 Day MA
5604 HNACX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5606 HNACX.Open_SmoothDer Derivative of Smoothed
5608 HNACX.Open_mva365 365 Day MA
5609 HNACX.Open_mva200 200 Day MA
5610 HNACX.Open_mva050 50 Day MA
5614 HNACX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5616 HNACX.High_SmoothDer Derivative of Smoothed
5618 HNACX.High_mva365 365 Day MA
5619 HNACX.High_mva200 200 Day MA
5620 HNACX.High_mva050 50 Day MA
5624 HNACX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5626 HNACX.Low_SmoothDer Derivative of Smoothed
5628 HNACX.Low_mva365 365 Day MA
5629 HNACX.Low_mva200 200 Day MA
5630 HNACX.Low_mva050 50 Day MA
5634 HNACX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5636 HNACX.Close_SmoothDer Derivative of Smoothed
5638 HNACX.Close_mva365 365 Day MA
5639 HNACX.Close_mva200 200 Day MA
5640 HNACX.Close_mva050 50 Day MA
5641 HNACX.Volume_YoY Year over Year
5642 HNACX.Volume_YoY4 4 Year over 4 Year
5643 HNACX.Volume_YoY5 5 Year over 5 Year
5644 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5645 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5646 HNACX.Volume_SmoothDer Derivative of Smoothed
5647 HNACX.Volume_Log Log of
5648 HNACX.Volume_mva365 365 Day MA
5649 HNACX.Volume_mva200 200 Day MA
5650 HNACX.Volume_mva050 50 Day MA
5654 HNACX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5656 HNACX.Adjusted_SmoothDer Derivative of Smoothed
5658 HNACX.Adjusted_mva365 365 Day MA
5659 HNACX.Adjusted_mva200 200 Day MA
5660 HNACX.Adjusted_mva050 50 Day MA
5664 VEU.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5665 VEU.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5666 VEU.Open_SmoothDer Derivative of Smoothed
5667 VEU.Open_Log Log of
5668 VEU.Open_mva365 365 Day MA
5670 VEU.Open_mva050 50 Day MA
5674 VEU.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5675 VEU.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5676 VEU.High_SmoothDer Derivative of Smoothed
5677 VEU.High_Log Log of
5678 VEU.High_mva365 365 Day MA
5680 VEU.High_mva050 50 Day MA
5684 VEU.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5685 VEU.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5686 VEU.Low_SmoothDer Derivative of Smoothed
5687 VEU.Low_Log Log of
5688 VEU.Low_mva365 365 Day MA
5690 VEU.Low_mva050 50 Day MA
5694 VEU.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5695 VEU.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5696 VEU.Close_SmoothDer Derivative of Smoothed
5697 VEU.Close_Log Log of
5698 VEU.Close_mva365 365 Day MA
5700 VEU.Close_mva050 50 Day MA
5714 VEU.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5715 VEU.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5716 VEU.Adjusted_SmoothDer Derivative of Smoothed
5717 VEU.Adjusted_Log Log of
5718 VEU.Adjusted_mva365 365 Day MA
5719 VEU.Adjusted_mva200 200 Day MA
5720 VEU.Adjusted_mva050 50 Day MA
5724 VEIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5726 VEIRX.Open_SmoothDer Derivative of Smoothed
5734 VEIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5736 VEIRX.High_SmoothDer Derivative of Smoothed
5744 VEIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5746 VEIRX.Low_SmoothDer Derivative of Smoothed
5754 VEIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5756 VEIRX.Close_SmoothDer Derivative of Smoothed
5761 VEIRX.Volume_YoY Year over Year
5762 VEIRX.Volume_YoY4 4 Year over 4 Year
5763 VEIRX.Volume_YoY5 5 Year over 5 Year
5764 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5765 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5766 VEIRX.Volume_SmoothDer Derivative of Smoothed
5767 VEIRX.Volume_Log Log of
5768 VEIRX.Volume_mva365 365 Day MA
5769 VEIRX.Volume_mva200 200 Day MA
5770 VEIRX.Volume_mva050 50 Day MA
5774 VEIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5775 VEIRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5776 VEIRX.Adjusted_SmoothDer Derivative of Smoothed
5778 VEIRX.Adjusted_mva365 365 Day MA
5779 VEIRX.Adjusted_mva200 200 Day MA
5780 VEIRX.Adjusted_mva050 50 Day MA
5834 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5835 BIL.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5837 BIL.Adjusted_Log Log of
5838 BIL.Adjusted_mva365 365 Day MA
5839 BIL.Adjusted_mva200 200 Day MA
5840 BIL.Adjusted_mva050 50 Day MA
5844 IVOO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5846 IVOO.Open_SmoothDer Derivative of Smoothed
5848 IVOO.Open_mva365 365 Day MA
5849 IVOO.Open_mva200 200 Day MA
5850 IVOO.Open_mva050 50 Day MA
5854 IVOO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5856 IVOO.High_SmoothDer Derivative of Smoothed
5858 IVOO.High_mva365 365 Day MA
5859 IVOO.High_mva200 200 Day MA
5860 IVOO.High_mva050 50 Day MA
5864 IVOO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5866 IVOO.Low_SmoothDer Derivative of Smoothed
5868 IVOO.Low_mva365 365 Day MA
5869 IVOO.Low_mva200 200 Day MA
5870 IVOO.Low_mva050 50 Day MA
5874 IVOO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5876 IVOO.Close_SmoothDer Derivative of Smoothed
5878 IVOO.Close_mva365 365 Day MA
5879 IVOO.Close_mva200 200 Day MA
5880 IVOO.Close_mva050 50 Day MA
5886 IVOO.Volume_SmoothDer Derivative of Smoothed
5887 IVOO.Volume_Log Log of
5894 IVOO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5896 IVOO.Adjusted_SmoothDer Derivative of Smoothed
5898 IVOO.Adjusted_mva365 365 Day MA
5899 IVOO.Adjusted_mva200 200 Day MA
5900 IVOO.Adjusted_mva050 50 Day MA
5904 VO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5905 VO.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5906 VO.Open_SmoothDer Derivative of Smoothed
5908 VO.Open_mva365 365 Day MA
5909 VO.Open_mva200 200 Day MA
5910 VO.Open_mva050 50 Day MA
5914 VO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5916 VO.High_SmoothDer Derivative of Smoothed
5918 VO.High_mva365 365 Day MA
5919 VO.High_mva200 200 Day MA
5920 VO.High_mva050 50 Day MA
5924 VO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5925 VO.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5926 VO.Low_SmoothDer Derivative of Smoothed
5928 VO.Low_mva365 365 Day MA
5929 VO.Low_mva200 200 Day MA
5930 VO.Low_mva050 50 Day MA
5934 VO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5936 VO.Close_SmoothDer Derivative of Smoothed
5938 VO.Close_mva365 365 Day MA
5939 VO.Close_mva200 200 Day MA
5940 VO.Close_mva050 50 Day MA
5944 VO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5946 VO.Volume_SmoothDer Derivative of Smoothed
5947 VO.Volume_Log Log of
5954 VO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5956 VO.Adjusted_SmoothDer Derivative of Smoothed
5958 VO.Adjusted_mva365 365 Day MA
5959 VO.Adjusted_mva200 200 Day MA
5960 VO.Adjusted_mva050 50 Day MA
5964 CZA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5966 CZA.Open_SmoothDer Derivative of Smoothed
5969 CZA.Open_mva200 200 Day MA
5974 CZA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5976 CZA.High_SmoothDer Derivative of Smoothed
5979 CZA.High_mva200 200 Day MA
5980 CZA.High_mva050 50 Day MA
5984 CZA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5985 CZA.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5986 CZA.Low_SmoothDer Derivative of Smoothed
5989 CZA.Low_mva200 200 Day MA
5990 CZA.Low_mva050 50 Day MA
5994 CZA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5996 CZA.Close_SmoothDer Derivative of Smoothed
5999 CZA.Close_mva200 200 Day MA
6000 CZA.Close_mva050 50 Day MA
6004 CZA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6006 CZA.Volume_SmoothDer Derivative of Smoothed
6007 CZA.Volume_Log Log of
6008 CZA.Volume_mva365 365 Day MA
6009 CZA.Volume_mva200 200 Day MA
6010 CZA.Volume_mva050 50 Day MA
6014 CZA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6016 CZA.Adjusted_SmoothDer Derivative of Smoothed
6018 CZA.Adjusted_mva365 365 Day MA
6019 CZA.Adjusted_mva200 200 Day MA
6020 CZA.Adjusted_mva050 50 Day MA
6024 VYM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6025 VYM.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6026 VYM.Open_SmoothDer Derivative of Smoothed
6029 VYM.Open_mva200 200 Day MA
6030 VYM.Open_mva050 50 Day MA
6034 VYM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6035 VYM.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6036 VYM.High_SmoothDer Derivative of Smoothed
6039 VYM.High_mva200 200 Day MA
6040 VYM.High_mva050 50 Day MA
6044 VYM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6045 VYM.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6046 VYM.Low_SmoothDer Derivative of Smoothed
6047 VYM.Low_Log Log of
6049 VYM.Low_mva200 200 Day MA
6050 VYM.Low_mva050 50 Day MA
6054 VYM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6055 VYM.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6056 VYM.Close_SmoothDer Derivative of Smoothed
6059 VYM.Close_mva200 200 Day MA
6060 VYM.Close_mva050 50 Day MA
6066 VYM.Volume_SmoothDer Derivative of Smoothed
6074 VYM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6075 VYM.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6076 VYM.Adjusted_SmoothDer Derivative of Smoothed
6078 VYM.Adjusted_mva365 365 Day MA
6079 VYM.Adjusted_mva200 200 Day MA
6080 VYM.Adjusted_mva050 50 Day MA
6084 ACWI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6085 ACWI.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6086 ACWI.Open_SmoothDer Derivative of Smoothed
6088 ACWI.Open_mva365 365 Day MA
6089 ACWI.Open_mva200 200 Day MA
6090 ACWI.Open_mva050 50 Day MA
6094 ACWI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6095 ACWI.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6096 ACWI.High_SmoothDer Derivative of Smoothed
6098 ACWI.High_mva365 365 Day MA
6099 ACWI.High_mva200 200 Day MA
6100 ACWI.High_mva050 50 Day MA
6104 ACWI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6105 ACWI.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6106 ACWI.Low_SmoothDer Derivative of Smoothed
6108 ACWI.Low_mva365 365 Day MA
6109 ACWI.Low_mva200 200 Day MA
6110 ACWI.Low_mva050 50 Day MA
6114 ACWI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6115 ACWI.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6116 ACWI.Close_SmoothDer Derivative of Smoothed
6118 ACWI.Close_mva365 365 Day MA
6119 ACWI.Close_mva200 200 Day MA
6120 ACWI.Close_mva050 50 Day MA
6124 ACWI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6126 ACWI.Volume_SmoothDer Derivative of Smoothed
6134 ACWI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6135 ACWI.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6136 ACWI.Adjusted_SmoothDer Derivative of Smoothed
6138 ACWI.Adjusted_mva365 365 Day MA
6139 ACWI.Adjusted_mva200 200 Day MA
6140 ACWI.Adjusted_mva050 50 Day MA
6146 SLY.Open_SmoothDer Derivative of Smoothed
6147 SLY.Open_Log Log of
6150 SLY.Open_mva050 50 Day MA
6156 SLY.High_SmoothDer Derivative of Smoothed
6157 SLY.High_Log Log of
6160 SLY.High_mva050 50 Day MA
6166 SLY.Low_SmoothDer Derivative of Smoothed
6167 SLY.Low_Log Log of
6170 SLY.Low_mva050 50 Day MA
6176 SLY.Close_SmoothDer Derivative of Smoothed
6177 SLY.Close_Log Log of
6180 SLY.Close_mva050 50 Day MA
6184 SLY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6186 SLY.Volume_SmoothDer Derivative of Smoothed
6187 SLY.Volume_Log Log of
6190 SLY.Volume_mva050 50 Day MA
6196 SLY.Adjusted_SmoothDer Derivative of Smoothed
6197 SLY.Adjusted_Log Log of
6200 SLY.Adjusted_mva050 50 Day MA
6204 QQQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6208 QQQ.Open_mva365 365 Day MA
6209 QQQ.Open_mva200 200 Day MA
6210 QQQ.Open_mva050 50 Day MA
6214 QQQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6218 QQQ.High_mva365 365 Day MA
6219 QQQ.High_mva200 200 Day MA
6220 QQQ.High_mva050 50 Day MA
6224 QQQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6228 QQQ.Low_mva365 365 Day MA
6229 QQQ.Low_mva200 200 Day MA
6230 QQQ.Low_mva050 50 Day MA
6234 QQQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6238 QQQ.Close_mva365 365 Day MA
6239 QQQ.Close_mva200 200 Day MA
6240 QQQ.Close_mva050 50 Day MA
6254 QQQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6258 QQQ.Adjusted_mva365 365 Day MA
6259 QQQ.Adjusted_mva200 200 Day MA
6260 QQQ.Adjusted_mva050 50 Day MA
6264 HYMB.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6265 HYMB.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6266 HYMB.Open_SmoothDer Derivative of Smoothed
6270 HYMB.Open_mva050 50 Day MA
6274 HYMB.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6275 HYMB.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6276 HYMB.High_SmoothDer Derivative of Smoothed
6280 HYMB.High_mva050 50 Day MA
6284 HYMB.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6285 HYMB.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6286 HYMB.Low_SmoothDer Derivative of Smoothed
6290 HYMB.Low_mva050 50 Day MA
6294 HYMB.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6296 HYMB.Close_SmoothDer Derivative of Smoothed
6300 HYMB.Close_mva050 50 Day MA
6307 HYMB.Volume_Log Log of
6314 HYMB.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6316 HYMB.Adjusted_SmoothDer Derivative of Smoothed
6318 HYMB.Adjusted_mva365 365 Day MA
6319 HYMB.Adjusted_mva200 200 Day MA
6320 HYMB.Adjusted_mva050 50 Day MA
6326 GOLD.Open_SmoothDer Derivative of Smoothed
6327 GOLD.Open_Log Log of
6336 GOLD.High_SmoothDer Derivative of Smoothed
6346 GOLD.Low_SmoothDer Derivative of Smoothed
6356 GOLD.Close_SmoothDer Derivative of Smoothed
6364 GOLD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6366 GOLD.Volume_SmoothDer Derivative of Smoothed
6367 GOLD.Volume_Log Log of
6370 GOLD.Volume_mva050 50 Day MA
6376 GOLD.Adjusted_SmoothDer Derivative of Smoothed
6387 BKR.Open_Log Log of
6424 BKR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6426 BKR.Volume_SmoothDer Derivative of Smoothed
6427 BKR.Volume_Log Log of
6429 BKR.Volume_mva200 200 Day MA
6430 BKR.Volume_mva050 50 Day MA
6484 SLB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6486 SLB.Volume_SmoothDer Derivative of Smoothed
6507 HAL.Open_Log Log of
6544 HAL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6546 HAL.Volume_SmoothDer Derivative of Smoothed
6547 HAL.Volume_Log Log of
6566 IP.Open_SmoothDer Derivative of Smoothed
6567 IP.Open_Log Log of
6576 IP.High_SmoothDer Derivative of Smoothed
6586 IP.Low_SmoothDer Derivative of Smoothed
6596 IP.Close_SmoothDer Derivative of Smoothed
6604 IP.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6605 IP.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6606 IP.Volume_SmoothDer Derivative of Smoothed
6610 IP.Volume_mva050 50 Day MA
6616 IP.Adjusted_SmoothDer Derivative of Smoothed
6619 IP.Adjusted_mva200 200 Day MA
6626 PKG.Open_SmoothDer Derivative of Smoothed
6628 PKG.Open_mva365 365 Day MA
6629 PKG.Open_mva200 200 Day MA
6630 PKG.Open_mva050 50 Day MA
6635 PKG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6636 PKG.High_SmoothDer Derivative of Smoothed
6638 PKG.High_mva365 365 Day MA
6639 PKG.High_mva200 200 Day MA
6640 PKG.High_mva050 50 Day MA
6646 PKG.Low_SmoothDer Derivative of Smoothed
6648 PKG.Low_mva365 365 Day MA
6649 PKG.Low_mva200 200 Day MA
6650 PKG.Low_mva050 50 Day MA
6654 PKG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6655 PKG.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6656 PKG.Close_SmoothDer Derivative of Smoothed
6658 PKG.Close_mva365 365 Day MA
6659 PKG.Close_mva200 200 Day MA
6660 PKG.Close_mva050 50 Day MA
6664 PKG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6666 PKG.Volume_SmoothDer Derivative of Smoothed
6674 PKG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6675 PKG.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6676 PKG.Adjusted_SmoothDer Derivative of Smoothed
6678 PKG.Adjusted_mva365 365 Day MA
6679 PKG.Adjusted_mva200 200 Day MA
6680 PKG.Adjusted_mva050 50 Day MA
6686 UPS.Open_SmoothDer Derivative of Smoothed
6696 UPS.High_SmoothDer Derivative of Smoothed
6706 UPS.Low_SmoothDer Derivative of Smoothed
6716 UPS.Close_SmoothDer Derivative of Smoothed
6724 UPS.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6726 UPS.Volume_SmoothDer Derivative of Smoothed
6728 UPS.Volume_mva365 365 Day MA
6730 UPS.Volume_mva050 50 Day MA
6736 UPS.Adjusted_SmoothDer Derivative of Smoothed
6748 FDX.Open_mva365 365 Day MA
6758 FDX.High_mva365 365 Day MA
6768 FDX.Low_mva365 365 Day MA
6778 FDX.Close_mva365 365 Day MA
6784 FDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6798 FDX.Adjusted_mva365 365 Day MA
6804 T.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6806 T.Open_SmoothDer Derivative of Smoothed
6807 T.Open_Log Log of
6810 T.Open_mva050 50 Day MA
6814 T.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6816 T.High_SmoothDer Derivative of Smoothed
6824 T.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6826 T.Low_SmoothDer Derivative of Smoothed
6830 T.Low_mva050 50 Day MA
6834 T.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6836 T.Close_SmoothDer Derivative of Smoothed
6854 T.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6856 T.Adjusted_SmoothDer Derivative of Smoothed
6860 T.Adjusted_mva050 50 Day MA
6864 VZ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6866 VZ.Open_SmoothDer Derivative of Smoothed
6870 VZ.Open_mva050 50 Day MA
6874 VZ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6876 VZ.High_SmoothDer Derivative of Smoothed
6880 VZ.High_mva050 50 Day MA
6884 VZ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6886 VZ.Low_SmoothDer Derivative of Smoothed
6890 VZ.Low_mva050 50 Day MA
6894 VZ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6896 VZ.Close_SmoothDer Derivative of Smoothed
6900 VZ.Close_mva050 50 Day MA
6914 VZ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6916 VZ.Adjusted_SmoothDer Derivative of Smoothed
6919 VZ.Adjusted_mva200 200 Day MA
6920 VZ.Adjusted_mva050 50 Day MA
6921 ISMMANPMI_YoY Institute of Supply Managment PMI Composite Index Year over Year
6927 ISMMANPMI_Log Log of Institute of Supply Managment PMI Composite Index
6928 ISMMANPMI_mva365 Institute of Supply Managment PMI Composite Index 365 Day MA
6929 ISMMANPMI_mva200 Institute of Supply Managment PMI Composite Index 200 Day MA
6930 ISMMANPMI_mva050 Institute of Supply Managment PMI Composite Index 50 Day MA
6934 MULTPLSP500PERATIOMONTH_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM P/E
6936 MULTPLSP500PERATIOMONTH_SmoothDer Derivative of Smoothed S&P 500 TTM P/E
6937 MULTPLSP500PERATIOMONTH_Log Log of S&P 500 TTM P/E
6938 MULTPLSP500PERATIOMONTH_mva365 S&P 500 TTM P/E 365 Day MA
6939 MULTPLSP500PERATIOMONTH_mva200 S&P 500 TTM P/E 200 Day MA
6940 MULTPLSP500PERATIOMONTH_mva050 S&P 500 TTM P/E 50 Day MA
6947 MULTPLSP500SALESQUARTER_Log Log of S&P 500 TTM Sales (Not Inflation Adjusted)
6948 MULTPLSP500SALESQUARTER_mva365 S&P 500 TTM Sales (Not Inflation Adjusted) 365 Day MA
6949 MULTPLSP500SALESQUARTER_mva200 S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
6950 MULTPLSP500SALESQUARTER_mva050 S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
6956 MULTPLSP500DIVYIELDMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend Yield by Month
6964 MULTPLSP500DIVMONTH_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend by Month (Inflation Adjusted)
6966 MULTPLSP500DIVMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted)
6967 MULTPLSP500DIVMONTH_Log Log of S&P 500 Dividend by Month (Inflation Adjusted)
6968 MULTPLSP500DIVMONTH_mva365 S&P 500 Dividend by Month (Inflation Adjusted) 365 Day MA
6969 MULTPLSP500DIVMONTH_mva200 S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA
6970 MULTPLSP500DIVMONTH_mva050 S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA
6971 CHRISCMEHG1_YoY Copper Futures, Continuous Contract #1 (HG1) (Front Month) Year over Year
6977 CHRISCMEHG1_Log Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month)
6978 CHRISCMEHG1_mva365 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 365 Day MA
6979 CHRISCMEHG1_mva200 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA
6980 CHRISCMEHG1_mva050 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA
6981 WWDIWLDISAIRGOODMTK1_YoY Air transport, freight Year over Year
6982 WWDIWLDISAIRGOODMTK1_YoY4 Air transport, freight 4 Year over 4 Year
6987 WWDIWLDISAIRGOODMTK1_Log Log of Air transport, freight
6988 WWDIWLDISAIRGOODMTK1_mva365 Air transport, freight 365 Day MA
6989 WWDIWLDISAIRGOODMTK1_mva200 Air transport, freight 200 Day MA
6990 WWDIWLDISAIRGOODMTK1_mva050 Air transport, freight 50 Day MA
6994 LBMAGOLD.USD_AM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6996 LBMAGOLD.USD_AM_SmoothDer Derivative of Smoothed
6997 LBMAGOLD.USD_AM_Log Log of
6998 LBMAGOLD.USD_AM_mva365 365 Day MA
6999 LBMAGOLD.USD_AM_mva200 200 Day MA
7000 LBMAGOLD.USD_AM_mva050 50 Day MA
7004 LBMAGOLD.USD_PM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7006 LBMAGOLD.USD_PM_SmoothDer Derivative of Smoothed
7007 LBMAGOLD.USD_PM_Log Log of
7008 LBMAGOLD.USD_PM_mva365 365 Day MA
7009 LBMAGOLD.USD_PM_mva200 200 Day MA
7010 LBMAGOLD.USD_PM_mva050 50 Day MA
7014 LBMAGOLD.GBP_AM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7016 LBMAGOLD.GBP_AM_SmoothDer Derivative of Smoothed
7018 LBMAGOLD.GBP_AM_mva365 365 Day MA
7019 LBMAGOLD.GBP_AM_mva200 200 Day MA
7020 LBMAGOLD.GBP_AM_mva050 50 Day MA
7024 LBMAGOLD.GBP_PM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7026 LBMAGOLD.GBP_PM_SmoothDer Derivative of Smoothed
7028 LBMAGOLD.GBP_PM_mva365 365 Day MA
7029 LBMAGOLD.GBP_PM_mva200 200 Day MA
7030 LBMAGOLD.GBP_PM_mva050 50 Day MA
7034 LBMAGOLD.EURO_AM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7036 LBMAGOLD.EURO_AM_SmoothDer Derivative of Smoothed
7038 LBMAGOLD.EURO_AM_mva365 365 Day MA
7039 LBMAGOLD.EURO_AM_mva200 200 Day MA
7040 LBMAGOLD.EURO_AM_mva050 50 Day MA
7044 LBMAGOLD.EURO_PM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
7046 LBMAGOLD.EURO_PM_SmoothDer Derivative of Smoothed
7048 LBMAGOLD.EURO_PM_mva365 365 Day MA
7049 LBMAGOLD.EURO_PM_mva200 200 Day MA
7050 LBMAGOLD.EURO_PM_mva050 50 Day MA
7051 PETA103600001M_YoY U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
7052 PETA103600001M_YoY4 U.S. Total Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7057 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
7058 PETA103600001M_mva365 U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7059 PETA103600001M_mva200 U.S. Total Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7060 PETA103600001M_mva050 U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7061 PETA123600001M_YoY U.S. Regular Gasoline Retail Sales by Refiners, Monthly Year over Year
7062 PETA123600001M_YoY4 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7067 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7068 PETA123600001M_mva365 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7069 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7070 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7071 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
7072 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7073 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7077 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
7078 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7079 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7080 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7081 PETA133B00001M_YoY U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly Year over Year
7087 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7088 PETA133B00001M_mva365 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 365 Day MA
7089 PETA133B00001M_mva200 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 200 Day MA
7090 PETA133B00001M_mva050 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
7092 TOTALOGNRPUSM_YoY4 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 4 Year over 4 Year
7093 TOTALOGNRPUSM_YoY5 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
7096 TOTALOGNRPUSM_SmoothDer Derivative of Smoothed Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
7102 TOTALPANRPUSM_YoY4 Crude Oil Rotary Rigs in Operation, Monthly 4 Year over 4 Year
7103 TOTALPANRPUSM_YoY5 Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7106 TOTALPANRPUSM_SmoothDer Derivative of Smoothed Crude Oil Rotary Rigs in Operation, Monthly
7112 TOTALNGNRPUSM_YoY4 Natural Gas Rotary Rigs in Operation, Monthly 4 Year over 4 Year
7114 TOTALNGNRPUSM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Natural Gas Rotary Rigs in Operation, Monthly
7116 TOTALNGNRPUSM_SmoothDer Derivative of Smoothed Natural Gas Rotary Rigs in Operation, Monthly
7117 TOTALNGNRPUSM_Log Log of Natural Gas Rotary Rigs in Operation, Monthly
7121 BKRTotal_YoY Total Rig Count Year over Year
7127 BKRTotal_Log Log of Total Rig Count
7128 BKRTotal_mva365 Total Rig Count 365 Day MA
7129 BKRTotal_mva200 Total Rig Count 200 Day MA
7130 BKRTotal_mva050 Total Rig Count 50 Day MA
7131 BKRGas_YoY Gas Rig Count Year over Year
7132 BKRGas_YoY4 Gas Rig Count 4 Year over 4 Year
7137 BKRGas_Log Log of Gas Rig Count
7138 BKRGas_mva365 Gas Rig Count 365 Day MA
7139 BKRGas_mva200 Gas Rig Count 200 Day MA
7140 BKRGas_mva050 Gas Rig Count 50 Day MA
7141 BKROil_YoY Oil Rig Count Year over Year
7147 BKROil_Log Log of Oil Rig Count
7148 BKROil_mva365 Oil Rig Count 365 Day MA
7149 BKROil_mva200 Oil Rig Count 200 Day MA
7150 BKROil_mva050 Oil Rig Count 50 Day MA
7151 FARMINCOME_YoY Net Farm Income Year over Year
7152 FARMINCOME_YoY4 Net Farm Income 4 Year over 4 Year
7157 FARMINCOME_Log Log of Net Farm Income
7158 FARMINCOME_mva365 Net Farm Income 365 Day MA
7159 FARMINCOME_mva200 Net Farm Income 200 Day MA
7160 FARMINCOME_mva050 Net Farm Income 50 Day MA
7162 OPEARNINGSPERSHARE_YoY4 Operating Earnings per Share 4 Year over 4 Year
7166 OPEARNINGSPERSHARE_SmoothDer Derivative of Smoothed Operating Earnings per Share
7167 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7168 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7169 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7170 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7171 AREARNINGSPERSHARE_YoY As-Reported Earnings per Share Year over Year
7172 AREARNINGSPERSHARE_YoY4 As-Reported Earnings per Share 4 Year over 4 Year
7177 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7179 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7180 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7186 CASHDIVIDENDSPERSHR_SmoothDer Derivative of Smoothed Cash Dividends per Share
7187 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7188 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7189 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7190 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7192 SALESPERSHR_YoY4 Sales per Share 4 Year over 4 Year
7196 SALESPERSHR_SmoothDer Derivative of Smoothed Sales per Share
7197 SALESPERSHR_Log Log of Sales per Share
7198 SALESPERSHR_mva365 Sales per Share 365 Day MA
7199 SALESPERSHR_mva200 Sales per Share 200 Day MA
7200 SALESPERSHR_mva050 Sales per Share 50 Day MA
7206 BOOKVALPERSHR_SmoothDer Derivative of Smoothed Book value per Share
7207 BOOKVALPERSHR_Log Log of Book value per Share
7208 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7209 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7210 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7216 CAPEXPERSHR_SmoothDer Derivative of Smoothed Cap ex per Share
7217 CAPEXPERSHR_Log Log of Cap ex per Share
7218 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7219 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7220 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7222 PRICE_YoY4 Price 4 Year over 4 Year
7226 PRICE_SmoothDer Derivative of Smoothed Price
7227 PRICE_Log Log of Price
7228 PRICE_mva365 Price 365 Day MA
7229 PRICE_mva200 Price 200 Day MA
7230 PRICE_mva050 Price 50 Day MA
7231 OPEARNINGSTTM_YoY TTM Operating Earnings Year over Year
7232 OPEARNINGSTTM_YoY4 TTM Operating Earnings 4 Year over 4 Year
7237 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7239 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7240 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7241 AREARNINGSTTM_YoY TTM Reported Earnings Year over Year
7242 AREARNINGSTTM_YoY4 TTM Reported Earnings 4 Year over 4 Year
7247 AREARNINGSTTM_Log Log of TTM Reported Earnings
7249 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7250 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7252 FINRAMarginDebt_YoY4 Margin Debt 4 Year over 4 Year
7257 FINRAMarginDebt_Log Log of Margin Debt
7258 FINRAMarginDebt_mva365 Margin Debt 365 Day MA
7259 FINRAMarginDebt_mva200 Margin Debt 200 Day MA
7260 FINRAMarginDebt_mva050 Margin Debt 50 Day MA
7261 FINRAFreeCreditMargin_YoY Free Credit Balances in Customers’ Securities Margin Accounts Year over Year
7266 FINRAFreeCreditMargin_SmoothDer Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts
7267 FINRAFreeCreditMargin_Log Log of Free Credit Balances in Customers’ Securities Margin Accounts
7270 FINRAFreeCreditMargin_mva050 Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7271 OCCEquityVolume_YoY Equity Options Volume Year over Year
7277 OCCEquityVolume_Log Log of Equity Options Volume
7278 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7279 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7280 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7281 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7287 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7288 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7289 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7290 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7292 RSALESAGG_YoY4 Real Retail and Food Services Sales (RRSFS and RSALES) 4 Year over 4 Year
7307 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7317 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7321 BUSLOANS.by.GDP_YoY Business Loans Normalized by GDP Year over Year
7326 BUSLOANS.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7338 BUSLOANS.INTEREST_mva365 Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7339 BUSLOANS.INTEREST_mva200 Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7348 BUSLOANS.INTEREST.by.GDP_mva365 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 365 Day MA
7349 BUSLOANS.INTEREST.by.GDP_mva200 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7354 BUSLOANSNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7356 BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7366 TOTCI.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP
7374 TOTCINSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7376 TOTCINSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
7388 TOTCINSA.INTEREST_mva365 Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7389 TOTCINSA.INTEREST_mva200 Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7398 TOTCINSA.INTEREST.by.GDP_mva365 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 365 Day MA
7399 TOTCINSA.INTEREST.by.GDP_mva200 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7404 W875RX1.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7406 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7407 W875RX1.by.GDP_Log Log of Real Personal Income Normalized by GDP
7410 W875RX1.by.GDP_mva050 Real Personal Income Normalized by GDP 50 Day MA
7411 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7416 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7424 PI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7426 PI.by.GDP_SmoothDer Derivative of Smoothed Personal Income (SA) Normalized by GDP
7427 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
7430 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
7431 A053RC1Q027SBEA.by.GDP_YoY National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP Year over Year
7433 A053RC1Q027SBEA.by.GDP_YoY5 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 5 Year over 5 Year
7441 CPROFIT.by.GDP_YoY National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year
7442 CPROFIT.by.GDP_YoY4 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 4 Year over 4 Year
7451 CONSUMERNSA.by.GDP_YoY Consumer Loans Not Seasonally Adjusted divided by GDP Year over Year
7453 CONSUMERNSA.by.GDP_YoY5 Consumer Loans Not Seasonally Adjusted divided by GDP 5 Year over 5 Year
7454 CONSUMERNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP
7456 CONSUMERNSA.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7459 CONSUMERNSA.by.GDP_mva200 Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7463 RREACBM027NBOG.by.GDP_YoY5 Residental Real Estate Loans (Monthly, NSA) divided by GDP 5 Year over 5 Year
7464 RREACBM027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP
7466 RREACBM027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7467 RREACBM027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7470 RREACBM027NBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7473 RREACBM027SBOG.by.GDP_YoY5 Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7474 RREACBM027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
7476 RREACBM027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
7477 RREACBM027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7480 RREACBM027SBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7484 RREACBW027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7486 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7490 RREACBW027SBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7494 RREACBW027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7496 RREACBW027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7504 UMDMNO.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7506 UMDMNO.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7514 DGORDER.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7516 DGORDER.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7518 DGORDER.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7521 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7523 ASHMA.by.GDP_YoY5 Home Mortgages (Quarterly, NSA) divided by GDP 5 Year over 5 Year
7526 ASHMA.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP
7538 ASHMA.INTEREST_mva365 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7548 ASHMA.INTEREST.by.GDP_mva365 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 365 Day MA
7552 CONSUMERNSA.INTEREST_YoY4 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 4 Year over 4 Year
7558 CONSUMERNSA.INTEREST_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7559 CONSUMERNSA.INTEREST_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7563 CONSUMERNSA.INTEREST.by.GDP_YoY5 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 5 Year over 5 Year
7568 CONSUMERNSA.INTEREST.by.GDP_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 365 Day MA
7569 CONSUMERNSA.INTEREST.by.GDP_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
7576 TOTLNNSA_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7578 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7579 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7584 TOTLNNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7586 TOTLNNSA.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP
7598 TOTLNNSA.INTEREST_mva365 Total Loans Not Seasonally Adjusted Interest Burdens 365 Day MA
7599 TOTLNNSA.INTEREST_mva200 Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7608 TOTLNNSA.INTEREST.by.GDP_mva365 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 365 Day MA
7609 TOTLNNSA.INTEREST.by.GDP_mva200 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7614 WRESBAL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks Divided by GDP
7616 WRESBAL.by.GDP_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7618 WRESBAL.by.GDP_mva365 Reserve Balances with Federal Reserve Banks Divided by GDP 365 Day MA
7619 WRESBAL.by.GDP_mva200 Reserve Balances with Federal Reserve Banks Divided by GDP 200 Day MA
7620 WRESBAL.by.GDP_mva050 Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA
7621 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7626 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7651 EXPCH.minus.IMPCH_YoY U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) Year over Year
7652 EXPCH.minus.IMPCH_YoY4 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 4 Year over 4 Year
7653 EXPCH.minus.IMPCH_YoY5 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 5 Year over 5 Year
7656 EXPCH.minus.IMPCH_SmoothDer Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7657 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7666 EXPMX.minus.IMPMX_SmoothDer Derivative of Smoothed
7667 EXPMX.minus.IMPMX_Log Log of
7673 SRPSABSNNCB.by.GDP_YoY5 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7676 SRPSABSNNCB.by.GDP_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7677 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7681 ASTLL.by.GDP_YoY All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year
7686 ASTLL.by.GDP_SmoothDer Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP
7696 ASFMA.by.GDP_SmoothDer Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7704 ASFMA.by.ASTLL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans Divided by farm mortgages
7707 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
7708 ASFMA.by.ASTLL_mva365 All sectors; total loans Divided by farm mortgages 365 Day MA
7709 ASFMA.by.ASTLL_mva200 All sectors; total loans Divided by farm mortgages 200 Day MA
7710 ASFMA.by.ASTLL_mva050 All sectors; total loans Divided by farm mortgages 50 Day MA
7718 ASFMA.INTEREST_mva365 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7728 ASFMA.INTEREST.by.GDP_mva365 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 365 Day MA
7731 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7736 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7744 BOGMBASE.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) BOGMBASE Divided by GDP
7746 BOGMBASE.by.GDP_SmoothDer Derivative of Smoothed BOGMBASE Divided by GDP
7747 BOGMBASE.by.GDP_Log Log of BOGMBASE Divided by GDP
7748 BOGMBASE.by.GDP_mva365 BOGMBASE Divided by GDP 365 Day MA
7749 BOGMBASE.by.GDP_mva200 BOGMBASE Divided by GDP 200 Day MA
7750 BOGMBASE.by.GDP_mva050 BOGMBASE Divided by GDP 50 Day MA
7751 WALCL.by.GDP_YoY All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
7753 WALCL.by.GDP_YoY5 All Federal Reserve Banks: Total Assets Divided by GDP 5 Year over 5 Year
7756 WALCL.by.GDP_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP
7761 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7767 ECBASSETS.by.EUNNGDP_Log Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7770 ECBASSETS.by.EUNNGDP_mva050 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 50 Day MA
7774 DGS30TO10_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7776 DGS30TO10_SmoothDer Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7777 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7778 DGS30TO10_mva365 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 365 Day MA
7780 DGS30TO10_mva050 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA
7787 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7789 DGS10TO1_mva200 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
7794 DGS10TO2_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7796 DGS10TO2_SmoothDer Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7797 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7798 DGS10TO2_mva365 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 365 Day MA
7799 DGS10TO2_mva200 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA
7800 DGS10TO2_mva050 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 50 Day MA
7807 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7809 DGS10TOTB3MS_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
7817 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7819 DGS10TODTB3_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
7824 DGS10ByAAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10)
7826 DGS10ByAAA_SmoothDer Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7834 LNU03000000BYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population
7836 LNU03000000BYPOPTHM_SmoothDer Derivative of Smoothed Unemployment level (NSA) / Population
7837 LNU03000000BYPOPTHM_Log Log of Unemployment level (NSA) / Population
7838 LNU03000000BYPOPTHM_mva365 Unemployment level (NSA) / Population 365 Day MA
7839 LNU03000000BYPOPTHM_mva200 Unemployment level (NSA) / Population 200 Day MA
7840 LNU03000000BYPOPTHM_mva050 Unemployment level (NSA) / Population 50 Day MA
7848 UNEMPLOYBYPOPTHM_mva365 Unemployment level, seasonally adjusted / Population 365 Day MA
7851 NPPTTLBYPOPTHM_YoY ADP Private Employment / Population Year over Year
7856 NPPTTLBYPOPTHM_SmoothDer Derivative of Smoothed ADP Private Employment / Population
7864 U6toU3_Smooth Savitsky-Golay Smoothed (p=3, n=365) U6RATE minums UNRATE
7866 U6toU3_SmoothDer Derivative of Smoothed U6RATE minums UNRATE
7867 U6toU3_Log Log of U6RATE minums UNRATE
7868 U6toU3_mva365 U6RATE minums UNRATE 365 Day MA
7869 U6toU3_mva200 U6RATE minums UNRATE 200 Day MA
7870 U6toU3_mva050 U6RATE minums UNRATE 50 Day MA
7874 CHRISCMEHG1.by.PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by commodities producer price index
7876 CHRISCMEHG1.by.PPIACO_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
7878 CHRISCMEHG1.by.PPIACO_mva365 Copper, $/lb, Normalized by commodities producer price index 365 Day MA
7879 CHRISCMEHG1.by.PPIACO_mva200 Copper, $/lb, Normalized by commodities producer price index 200 Day MA
7881 CHRISCMEHG1.by.CPIAUCSL_YoY Copper, $/lb, Normalized by consumer price index Year over Year
7886 CHRISCMEHG1.by.CPIAUCSL_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by consumer price index
7907 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7914 LBMAGOLD.USD_PM.by.PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7916 LBMAGOLD.USD_PM.by.PPIACO_SmoothDer Derivative of Smoothed Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7918 LBMAGOLD.USD_PM.by.PPIACO_mva365 Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 365 Day MA
7919 LBMAGOLD.USD_PM.by.PPIACO_mva200 Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 200 Day MA
7924 LBMAGOLD.USD_PM.by.CPIAUCSL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by consumer price index
7926 LBMAGOLD.USD_PM.by.CPIAUCSL_SmoothDer Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by consumer price index
7928 LBMAGOLD.USD_PM.by.CPIAUCSL_mva365 Gold, USD/Troy OUnce, Normalized by consumer price index 365 Day MA
7929 LBMAGOLD.USD_PM.by.CPIAUCSL_mva200 Gold, USD/Troy OUnce, Normalized by consumer price index 200 Day MA
7934 LBMAGOLD.USD_PM.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by GDP
7936 LBMAGOLD.USD_PM.by.GDP_SmoothDer Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by GDP
7937 LBMAGOLD.USD_PM.by.GDP_Log Log of Gold, USD/Troy OUnce, Normalized by GDP
7938 LBMAGOLD.USD_PM.by.GDP_mva365 Gold, USD/Troy OUnce, Normalized by GDP 365 Day MA
7939 LBMAGOLD.USD_PM.by.GDP_mva200 Gold, USD/Troy OUnce, Normalized by GDP 200 Day MA
7940 LBMAGOLD.USD_PM.by.GDP_mva050 Gold, USD/Troy OUnce, Normalized by GDP 50 Day MA
7942 GDP.by.GDPDEF_YoY4 Nominal GDP Normalized by GDP def 4 Year over 4 Year
7947 GDP.by.GDPDEF_Log Log of Nominal GDP Normalized by GDP def
7948 GDP.by.GDPDEF_mva365 Nominal GDP Normalized by GDP def 365 Day MA
7949 GDP.by.GDPDEF_mva200 Nominal GDP Normalized by GDP def 200 Day MA
7950 GDP.by.GDPDEF_mva050 Nominal GDP Normalized by GDP def 50 Day MA
7972 GDPBYPOPTHM_YoY4 GDP/Population 4 Year over 4 Year
7978 GDPBYPOPTHM_mva365 GDP/Population 365 Day MA
7979 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
7982 GDPBYCPIAUCSL_YoY4 GDP divided by CPI 4 Year over 4 Year
7988 GDPBYCPIAUCSL_mva365 GDP divided by CPI 365 Day MA
7992 GDPBYCPIAUCSLBYPOPTHM_YoY4 GDP divided by CPI/Population 4 Year over 4 Year
7998 GDPBYCPIAUCSLBYPOPTHM_mva365 GDP divided by CPI/Population 365 Day MA
8004 GSPC.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY
8008 GSPC.CloseBYMDY.Close_mva365 GSPC by MDY 365 Day MA
8009 GSPC.CloseBYMDY.Close_mva200 GSPC by MDY 200 Day MA
8014 QQQ.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY
8018 QQQ.CloseBYMDY.Close_mva365 QQQ by MDY 365 Day MA
8019 QQQ.CloseBYMDY.Close_mva200 QQQ by MDY 200 Day MA
8020 QQQ.CloseBYMDY.Close_mva050 QQQ by MDY 50 Day MA
8027 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
8034 GSPC.Open.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Open divided by GDP deflator
8036 GSPC.Open.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
8038 GSPC.Open.by.GDPDEF_mva365 S&P 500 (^GSPC) Open divided by GDP deflator 365 Day MA
8039 GSPC.Open.by.GDPDEF_mva200 S&P 500 (^GSPC) Open divided by GDP deflator 200 Day MA
8040 GSPC.Open.by.GDPDEF_mva050 S&P 500 (^GSPC) Open divided by GDP deflator 50 Day MA
8044 GSPC.Close.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Close divided by GDP deflator
8046 GSPC.Close.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
8048 GSPC.Close.by.GDPDEF_mva365 S&P 500 (^GSPC) Close divided by GDP deflator 365 Day MA
8049 GSPC.Close.by.GDPDEF_mva200 S&P 500 (^GSPC) Close divided by GDP deflator 200 Day MA
8050 GSPC.Close.by.GDPDEF_mva050 S&P 500 (^GSPC) Close divided by GDP deflator 50 Day MA
8051 HNFSUSNSA.minus.HSN1FNSA_YoY Houses for sale - houses sold Year over Year
8053 HNFSUSNSA.minus.HSN1FNSA_YoY5 Houses for sale - houses sold 5 Year over 5 Year
8059 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
8081 MSPUS.times.HNFSUSNSA_YoY New privately owned 1-family units for sale times median price Year over Year
8083 MSPUS.times.HNFSUSNSA_YoY5 New privately owned 1-family units for sale times median price 5 Year over 5 Year
8089 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
8096 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_SmoothDer Derivative of Smoothed Median home price times new and existing houses sold
8106 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_SmoothDer Derivative of Smoothed New and existing home sales volume
8117 GSPC.Open_mva050_mva200 S&P 500 50 SMA - 200 SMA
8118 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA
8119 MULTPLSP500PERATIOMONTH_Mean S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

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Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

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S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
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Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

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Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).
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Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

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There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

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Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 242 rows containing non-finite values (stat_smooth).

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 342 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

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Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

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Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

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Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 6.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 104 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 172 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 815 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.